The one-trading-day-ahead forecast errors of intra-day realized volatility

von Degiannakis, Stavros
Veröffentlicht in Research in international business and finance (2017)

Multiple days ahead realized volatility forecasting : single, combined and average forecasts

von Degiannakis, Stavros
Veröffentlicht in Global finance journal (2018)

Volatility forecasting : evidence from a fractional integrated asymmetric power ARCH skewed-t model

von Degiannakis, Stavros
Veröffentlicht in Applied financial economics (2004)

Hedge ratios in South African stock index futures

von Degiannakis, Stavros
Veröffentlicht in Journal of emerging market finance (2010)

Intra-day realized volatility for European and USA Stock indices

von Degiannakis, Stavros
Veröffentlicht in Global finance journal (2016)

Volatility forecasting : intra-day versus inter-day models

von Angelidis, Timotheos
Veröffentlicht in Journal of international financial markets, institutions & money (2008)

Forecasting oil prices : high-frequency financial data are indeed useful

von Degiannakis, Stavros
Veröffentlicht in Energy economics (2018)

SPEC model selection algorithm for ARCH models : an options pricing evaluation framework

von Degiannakis, Stavros
Veröffentlicht in Applied financial economics letters (2008)

Trade transparency and trading volume : the possible impact of the financial instruments markets directive on the trading volume of EU equity markets

von Avgouleas, Emilios
Veröffentlicht in International journal of financial markets and derivatives (2009)

Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models

von Degiannakis, Stavros
Veröffentlicht in Applied financial economics (2007)

Modeling CAC40 volatility using ultra-high frequency data

von Degiannakis, Stavros
Veröffentlicht in Research in international business and finance (2013)

Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices

von Degiannakis, Stavros
Veröffentlicht in Journal of economic studies (2014)

Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes

von Degiannakis, Stavros
Veröffentlicht in Applied financial economics letters (2007)

Econometric modeling of value-at-risk

von Angelidis, Timotheos
Veröffentlicht in New econometric modelling research (2008)

ARCH models for financial applications

von Xekalaki, Evdokia
Veröffentlicht 2010

Forecasting oil price realized volatility using information channels from other asset classes

von Degiannakis, Stavros
Veröffentlicht in Journal of international money and finance (2017)

Realized volatility or price range : evidence from a discrete simulation of the continuous time diffusion process

von Degiannakis, Stavros
Veröffentlicht in Economic modelling (2013)

ARCH models for financial applications

von Xekalaki, Evdokia
Veröffentlicht 2010

Econometric modeling of value-at-risk

von Angelidis, Timotheos
Veröffentlicht 2009

Modelling and forecasting high frequency financial data

von Degiannakis, Stavros
Veröffentlicht 2015