Savva, Christos S. (rp00067)

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Journal: Review of Quantitative Finance and Accounting

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	Issue Date	Title	Author(s)
1	1-Aug-2022	Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components	Theodossiou, Panayiotis ; Ellina, Polina ; Savva, Christos S.
2	Feb-2019	Idiosyncratic volatility puzzle: influence of macro-finance factors	Aslanidis, Nektarios ; Christiansen, Charlotte ; Lambertides, Neophytos ; Savva, Christos S.
3	2016	Short-horizon event study estimation with a STAR model and real contaminated events	Andreou, Panayiotis ; Louca, Christodoulos ; Savva, Christos S.