Skewed generalized error distribution of financial assets and option pricing

von Theodossiou, Panayiotis
Veröffentlicht in Multinational finance journal (2015)

Impact of outlier returns on the CAPM model : an investigation using the Huber's M Robust estimation method

von Theodossiou, Alexandra
Veröffentlicht in Computational techniques in economics and finance (2011)

Consequences of outlier returns for event studies : a methodological investigation and treatment

von Theodossiou, Panayiotis
Veröffentlicht in The international journal of accounting (2021)

Analysis and modeling of recent business failures in Greece

von Papoulias, Costas
Veröffentlicht in Managerial and decision economics (1992)

Problematic firms in Greece : an evaluation using corporate failure prediction models

von Theodossiou, Panayiotis
Veröffentlicht in International business failure prediction models

Risk measurement performance of alternative distribution functions

von Bali, Turan G.
Veröffentlicht in The journal of risk and insurance (2008)

The risk and return conundrum explained : international evidence

von Savva, Christos S.
Veröffentlicht in Journal of financial econometrics (2018)

The asymmetric relation between initial margin requirements and stock market volatility across bull and bear markets

von Hardouvelis, Gikas A.
Veröffentlicht in The review of financial studies (2002)

Properties and stochastic nature of BEA's early estimates of GNP

von Neftci, Salih N.
Veröffentlicht in Journal of economics & business (1991)

Skewness and the relation between risk and return

von Theodossiou, Panayiotis
Veröffentlicht in Management science (2016)

Stock return outliers and beta estimation : the case of U.S. pharmaceutical companies

von Theodossiou, Alexandra K.
Veröffentlicht in Journal of international financial markets, institutions & money (2014)

Time-varying betas and volatility persistence in international stock markets

von Koutmos, Gregory
Veröffentlicht in Journal of economics & business (1994)

Stochastic behaviour of the Athens stock exchange

von Koutmos, Gregory
Veröffentlicht in Applied financial economics (1993)

Theinformation content of accounting earnings in Greece : an empirical investigation

von Kahya, Emel
Veröffentlicht in Journal of multinational financial management (1993)

Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components

von Ioannidis, Filippos
Veröffentlicht in Energy economics (2021)

The asymmetric relation between margin requirements and stock market volatility across bull and bear markets

von Hardouvelis, Gikas A.
Veröffentlicht 1997

Robust regression estimation methods and intercept bias : a capital asset pricing model application

von McDonald, James B.
Veröffentlicht in Multinational finance journal (2009)

The impact of the coronavirus crisis on the market price of risk

von Delēs, Manthos D.
Veröffentlicht in Journal of financial stability (2021)

European financial and stock markets

Veröffentlicht 1996

Partially adaptive econometric methods for regression and classification

Veröffentlicht in Computational economics (2010)