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Panayiotis Theodossiou
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引用次数
引用次数
年份
Financial data and the skewed generalized t distribution
P Theodossiou
Management science 44 (12-part-1), 1650-1661, 1998
6311998
Mean and volatility spillovers across major national stock markets: Further empirical evidence
P Theodossiou, U Lee
Journal of financial Research 16 (4), 337-350, 1993
5241993
Predicting shifts in the mean of a multivariate time series process: an application in predicting business failures
PT Theodossiou
Journal of the American Statistical Association 88 (422), 441-449, 1993
2571993
Relationship between volatility and expected returns across international stock markets.
P Theodossiou, U Lee
Journal of Business Finance & Accounting 22 (2), 1995
2161995
A conditional-SGT-VaR approach with alternative GARCH models
TG Bali, P Theodossiou
Annals of Operations Research 151, 241-267, 2007
2052007
Predicting corporate financial distress: A time-series CUSUM methodology
E Kahya, P Theodossiou
Review of Quantitative Finance and Accounting 13, 323-345, 1999
1871999
FINANCIAL DISTRESS AND CORPORATE ACQUISITIONS: FURTHER EMPIRICAL EVIDENCE.
P Theodossiou, E Kahya, R Saidi, G Philippatos
Journal of Business Finance & Accounting 23, 1996
1621996
Skewed generalized error distribution of financial assets and option pricing
P Theodossiou
Multinational Finance Journal 19 (4), 223-266, 2015
1572015
The asymmetric relation between initial margin requirements and stock market volatility across bull and bear markets
GA Hardouvelis, P Theodossiou
The Review of Financial Studies 15 (5), 1525-1559, 2002
1502002
Stochastic behaviour of the Athens stock exchange
G Koutmos, C Negakis, P Theodossiou
Applied Financial Economics 3 (2), 119-126, 1993
1421993
Alternative models for assessing the financial condition of business in Greece
P Theodossiou
Journal of Business Finance and Accounting 18 (5), 697-720, 1991
1421991
Volatility reversion and correlation structure of returns in major international stock markets
P Theodossiou, E Kahya, G Koutmos, A Christofi
Financial Review 32 (2), 205-224, 1997
1211997
Time-varying betas and volatility persistence in international stock markets
G Koutmos, U Lee, P Theodossiu
Journal of Economics and Business 46 (2), 101-112, 1994
1081994
Risk measurement performance of alternative distribution functions
TG Bali, P Theodossiou
Journal of Risk and Insurance 75 (2), 411-437, 2008
892008
Skewness and the relation between risk and return
P Theodossiou, CS Savva
Management Science 62 (6), 1598-1609, 2016
812016
The stochastic properties of major Canadian exchange rates
P Theodossiou
Financial Review 29 (2), 193-221, 1994
681994
Time‐series properties and predictability of Greek exchange rates
G Koutmos, P Theodossiou
Managerial and Decision Economics 15 (2), 159-167, 1994
641994
Some flexible parametric models for partially adaptive estimators of econometric models
CB Hansen, JB McDonald, P Theodossiou
economics 1 (1), 20070007, 2007
442007
Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments
P Theodossiou, D Tsouknidis, C Savva
Journal of the Royal Statistical Society Series A: Statistics in Society 183 …, 2020
392020
Analysis and modeling of recent business failures in Greece
C Papoulias, P Theodossiou
Managerial and Decision Economics 13 (2), 163-169, 1992
391992
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