The sensitivity of value-at-risk estimates using Monte Carlo approach

von Agiakloglou, Christos N.
Veröffentlicht in Panepistēmio (Piräus) Spudai / University of Piraeus (2011)

The balance between size and power in testing for linear association for two stationary AR(1) processes

von Agiakloglou, Christos N.
Veröffentlicht in Applied economics letters (2016)