| The effect of bank size on risk ratios: Implications of banks’ performance V Terraza Procedia Economics and Finance 30, 903-909, 2015 | 113 | 2015 |
| The Shapley decomposition for portfolio risk S Mussard, V Terraza Applied Economics Letters 15 (9), 713-715, 2008 | 25 | 2008 |
| Financial ratios analysis in determination of bank performance in the German banking sector S Lardic, V Terraza International Journal of Economics and Financial Issues, 2019 | 13 | 2019 |
| Exchange rates and macroeconomic dynamics P Karadeloglou, V Terraza Springer, 2008 | 13 | 2008 |
| The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models V Terraza, A Boru İpek, MM Rounaghi Financial Innovation 10 (1), 22, 2024 | 11 | 2024 |
| Histogram-valued data on value at risk measures: a symbolic approach for risk attribution C Toque, V Terraza Applied Economics Letters 21 (17), 1243-1251, 2014 | 9 | 2014 |
| Time series factorial models with uncertainty measures: applications to ARMA processes and financial data C Toque, V Terraza Communications in Statistics-Theory and Methods 40 (9), 1533-1544, 2011 | 9 | 2011 |
| Volatility behaviour in emerging markets: a case study of the Athens stock exchange, using daily and intra-daily data C Kyrtsou, V Terraza University of Piraeus. International Strategic Management Association, 2000 | 8 | 2000 |
| On the efficiency of risk measures for funds of hedge funds F Laube, J Schiltz, V Terraza Journal of Derivatives & Hedge Funds 17, 63-84, 2011 | 7 | 2011 |
| Modélisations de la Value at Risk du CAC 40. Un essai d’amélioration de l’approche RISKMETRICS par la modélisation hétéroscédastique saisonnière V Terraza Actes de Colloque Journée d’économétrie de Paris X Nanterre, April 2002, 2002 | 7 | 2002 |
| New trading risk indexes: Application of the Shapley value in finance S Mussard, V Terraza Economics Bulletin 3 (25), 1-7, 2007 | 6 | 2007 |
| Méthodes de décomposition de la volatilité d’un portefeuille: Une nouvelle approche d’estimation des risques par l’indice de Gini S Mussard*, V Terraza** Revue d'économie politique 114 (4), 557-571, 2004 | 5 | 2004 |
| Modélisations de la value at risk: une évaluation de l'approche riskmetrics V Terraza Paris 2, 2002 | 4 | 2002 |
| Hedge fund return dynamics: Long memory and regime switching MA Limam, V Terraza, M Terraza International Journal of Financial Research, 2017 | 3 | 2017 |
| Understanding Investment Funds V Terraza, H Razafitombo Basingstoke: Palgrave Macmillan, 2013 | 3 | 2013 |
| Var non linéaire chaotique: Application à la série des rentabilités de lindice nikkei C Kyrtsou, V Terraza AFFI International Conference, 2004 | 3 | 2004 |
| Evidence for mixed non-linearity in daily stock exchange series C Kyrtsou, V Terraza forthcoming in Public Economy, 2004 | 3 | 2004 |
| The Fund Synthetic Index: An Alternative Benchmark for Mutual Funds V Terraza, H Razafitombo Understanding Investment Funds: Insights from Performance and Risk Analysis …, 2010 | 2 | 2010 |
| Modélisation de la Value at Risk: une évaluation du modèle Riskmetrics V Terraza Editions universitaires européennes, Sarrebruck, Germany, 2010 | 2 | 2010 |
| Value at risk, outliers and chaotic dynamics C Kyrtsou, V Terraza WIT Transactions on Information and Communication Technologies 41, 197-205, 2008 | 2 | 2008 |
