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Publisher:  Springer Nature

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Issue DateTitleAuthor(s)
11-Aug-2022Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis componentsTheodossiou, Panayiotis ; Ellina, Polina ; Savva, Christos S. 
21-Apr-2007A conditional-SGT-VaR approach with alternative GARCH modelsBali, Turan G. ; Theodossiou, Panayiotis 
3Apr-2007A conditional-SGT-VaR approach with alternative GARCH modelsBali, Turan G. ; Theodossiou, Panayiotis 
41999Predicting corporate financial distress: a time-series CUSUM methodologyKahya, Emel ; Theodossiou, Panayiotis