Results 1-20 of 31 (Search time: 0.004 seconds).

Issue DateTitleAuthor(s)Journal
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. Review of Quantitative Finance and Accounting 
21-Sep-2021Consequences of Outlier Returns for Event Studies: A Methodological Investigation and TreatmentTheodossiou, Panayiotis ; Theodossiou, Alexandra K. International Journal of Accounting 
3Apr-2021The impact of the coronavirus crisis on the market price of riskDelis, Manthos D. ; Savva, Christos S. ; Theodossiou, Panayiotis Journal of Financial Stability 
41-Mar-2021Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis componentsIoannidis, Filippos ; Kosmidou, Kyriaki ; Savva, Christos S. ; Theodossiou, Panayiotis Energy Economics 
52021Market price of risk estimation: Does distribution matter?Theodossiou, Panayiotis ; Savva, Christos S. Communications in Statistics - Theory and Methods 
6Sep-2020Clarifying managerial biases using a probabilistic frameworkEllina, Polina ; Mascarenhas, Briance ; Theodossiou, Panayiotis Journal of Behavioral and Experimental Finance 
7Jun-2020Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segmentsTheodossiou, Panayiotis ; Tsouknidis, Dimitris ; Savva, Christos S. Journal of the Royal Statistical Society. Series A: Statistics in Society 
82020Truncated skewed type III generalized logistic distribution: risk measurement applicationsTheodossiou, Panayiotis Communications in Statistics - Theory and Methods 
92-Dec-2018Skewed type III generalized logistic distributionTheodossiou, Panayiotis Communications in Statistics - Theory and Methods 
101-Jun-2018The risk and return conundrum explained: international evidenceSavva, Christos S. ; Theodossiou, Panayiotis Journal of Financial Econometrics 
111-May-2014Stock return outliers and beta estimation: The case of U.S. pharmaceutical companiesTheodossiou, Alexandra K. ; Theodossiou, Panayiotis Journal of International Financial Markets, Institutions and Money 
12May-2014Quality and satisfaction with culinary education: evidence from CyprusConstanti, Panayiotis ; Zopiatis, Anastasios ; Theodossiou, Panayiotis Journal of Hospitality & Tourism Education 
13Nov-2013Public utility beta adjustment and biased costs of capital in public utility rate proceedingsMichelfelder, Richard A. ; Theodossiou, Panayiotis The Electricity Journal 
1414-Jul-2010Robust estimation with flexible parametric distributions: estimation of utility stock betasMcDonald, James B. ; Michelfelder, Richard ; Theodossiou, Panayiotis Quantitative Finance 
152010Partially adaptive econometric methods for regression and classificationHansen, James ; McDonald, James B. ; Theodossiou, Panayiotis 
169-Jul-2007Some flexible parametric models for partially adaptive estimators of econometric modelsHansen, Christian B. ; McDonald, James B. ; Theodossiou, Panayiotis Economics 
172005The "chain" management of ship-generated waste and cargo residues in the port of ThessalonikiPalantzas, G. ; Naniopoulos, Aristotelis ; Theodossiou, Panayiotis Journal of Marine Environmental Engineering 
1813-Mar-2002The Asymmetric Relation between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear MarketsTheodossiou, Panayiotis ; Hardouvelis, Gikas The Review of Financial Studies 
191-Aug-2001Serial correlation, non-stationarity, and dynamic performance of business failures prediction modelsTheodossiou, Panayiotis ; Kahya, Eyup ; Ouandlous, A.S Managerial Finance 
201999Predicting corporate financial distress: a time-series CUSUM methodologyKahya, Emel ; Theodossiou, Panayiotis Review of Quantitative Finance and Accounting