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Group by: Date | Item ID
Number of items: 6.

2008

Degiannakis, Stavros and Livada, Alexandra and Panas, Epaminondas (2008): Rolling-sampled parameters of ARCH and Levy-stable models. Published in: Applied Economics , Vol. 23, No. 40 (2008): pp. 3051-3067.

2012

Degiannakis, Stavros and Floros, Christos and Livada, Alexandra (2012): Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence. Published in: Managerial Finance , Vol. 4, No. 38 (2012): pp. 436-452.

2013

Degiannakis, Stavros and Livada, Alexandra (2013): Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process. Published in: Economic Modelling No. 30 (2013): pp. 212-216.

Degiannakis, Stavros and Livada, Alexandra (2013): Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process. Published in: Economic Modelling No. 30 (2013): pp. 212-216.

September 2014

Degiannakis, Stavros and Duffy, David and Filis, George and Livada, Alexandra (2014): Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer? Forthcoming in: Economic Modelling

November 2016

Degiannakis, Stavros and Livada, Alexandra (2016): Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors. Published in: Journal of Applied Statistics , Vol. 5, No. 43 (2016): pp. 871-892.

This list was generated on Fri Oct 30 12:46:49 2020 CET.
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