Authors: Margaronis, Z. N. P.Aff22, Nath, R. B.Aff22, Metallinos, G. S.Aff22, Karanasos, MenelaosAff23, Yfanti, StavroulaAff24
Contributors: Barbosa-Povoa, Ana Paula, Editorial Board MemberAff1, de Almeida, Adiel Teixeira, Editorial Board MemberAff2, Gans, Noah, Editorial Board MemberAff3, Gupta, Jatinder N. D., Editorial Board MemberAff4, Heim, Gregory R., Editorial Board MemberAff5, Hua, Guowei, Editorial Board MemberAff6, Kimms, Alf, Editorial Board MemberAff7, Li, Xiang, Editorial Board MemberAff8, Masri, Hatem, Editorial Board MemberAff9, Nickel, Stefan, Editorial Board MemberAff10, Qiu, Robin, Editorial Board MemberAff11, Shankar, Ravi, Editorial Board MemberAff12, Slowiński, Roman, Editorial Board MemberAff13, Tang, Christopher S., Editorial Board MemberAff14, Wu, Yuzhe, Editorial Board MemberAff15, Zhu, Joe, Editorial Board MemberAff16, Zopounidis, Constantin, Editorial Board MemberAff17, Aff21, Alphonse, Pascal, editorAff18, Bouaiss, Karima, editorAff19, Grandin, Pascal, editorAff20
Superior Title: Essays on Financial Analytics : Applications and Methods. :243-264
Authors: Konstantakis, Konstantinos N., Michaelides, Panayotis G.Aff1, IDs1047902305184x_cor2, Xidonas, Panos, Yfanti, Stavroula
Superior Title: Annals of Operations Research. :1-23
Authors: Daglis, Theodoros, Yfanti, Stavroula, Xidonas, Panos, Konstantakis, Konstantinos N., Michaelides, Panayotis G.
Superior Title: In Finance Research Letters July 2023 55 Part A
Superior Title: In European Journal of Operational Research 16 January 2023 304(2):813-831
Superior Title: International Journal of Finance & Economics; Apr2024, Vol. 29 Issue 2, p1581-1608, 28p
Subject Terms: FINANCIAL markets, VOLATILITY (Securities), ECONOMIC uncertainty, MARKET volatility, ECONOMIC policy, BOND market
Geographic Terms: UNITED Kingdom
Subject Terms: ddc:330, C32, D80, G01, L83, Z39, cross-country tourism correlations, economic policy uncertainty, financial/health crisis, financial integration, sectoral contagion, travel and leisure industry
Relation: Series: CESifo Working Paper; No. 10269; gbv-ppn:1835121969; http://hdl.handle.net/10419/271913; RePec:ces:ceswps:_10269
Availability: http://hdl.handle.net/10419/271913
Superior Title: International Journal of Finance & Economics ; ISSN 1076-9307 1099-1158
Subject Terms: Economics and Econometrics, Finance, Accounting
Availability: https://doi.org/10.1002/ijfe.2748
Authors: Yfanti, Stavroula, Karanasos, Menelaos
Superior Title: Journal of the Operational Research Society ; volume 73, issue 9, page 2129-2149 ; ISSN 0160-5682 1476-9360
Subject Terms: Marketing, Management Science and Operations Research, Strategy and Management, Management Information Systems
Availability: https://doi.org/10.1080/01605682.2021.1966327
Superior Title: Yfanti , S , Chortareas , G , Karanasos , M & Noikokyris , E 2020 , ' A three-dimensional asymmetric power HEAVY model ' , International Journal of Finance and Economics . https://doi.org/10.1002/ijfe.2296
Subject Terms: asymmetries, HEAVY model, high-frequency data, power transformations, realized volatility, risk management
Superior Title: International Journal of Finance & Economics ; volume 26, issue 3, page 4441-4461 ; ISSN 1076-9307 1099-1158
Subject Terms: Economics and Econometrics, Finance, Accounting
Availability: https://doi.org/10.1002/ijfe.2024
Superior Title: In International Review of Financial Analysis May 2016 45:332-349
This result is not displayed to guests.
Login for full access.
Authors: Karanasos, Menelaos, Paraskevopoulos, Alexandros G., Menla Ali, Faek, Karoglou, Michail, Yfanti, Stavroula
Superior Title: In Journal of Empirical Finance December 2014 29:113-128
Subject Terms: ddc:330, G01, G12, G15, G23, financial crisis, foreign investors, individual investors, institutional investors, long memory, range-based volatility, structural change, trading volume
Relation: Series: CESifo Working Paper; No. 7984; gbv-ppn:1686658052; http://hdl.handle.net/10419/214986; RePec:ces:ceswps:_7984
Availability: http://hdl.handle.net/10419/214986
Subject Terms: ddc:330, C22, C58, D80, E44, G01, G15, asymmetries, economic policy uncertainty, HEAVY model, high-frequency data, macro-financial linkages, power transformations, realized variance, risk management
Relation: Series: CESifo Working Paper; No. 8000; gbv-ppn:1689665580; http://hdl.handle.net/10419/215002; RePec:ces:ceswps:_8000
Availability: http://hdl.handle.net/10419/215002
Authors: Yfanti, Stavroula1 (AUTHOR), Karanasos, Menelaos2 (AUTHOR)
Superior Title: Journal of the Operational Research Society. Sep2022, Vol. 73 Issue 9, p2129-2149. 21p.
Subject Terms: *BUSINESS forecasting, *ECONOMIC impact, *MARKET volatility, *ECONOMIC policy, INFORMATION modeling, ECONOMIC uncertainty, BLACK-Scholes model
Geographic Terms: UNITED Kingdom
This result is not displayed to guests.
Login for full access.
Authors: Karanasos, Menelaos, Paraskevopoulos, Alexandros G., Menla Ali, Faek, Karoglou, Michail, Yfanti, Stavroula
File Description: application/pdf
Relation: https://publications.aston.ac.uk/id/eprint/26112/1/Modelling_stock_volatilities_during_financial_crises_time_varying_coefficient_approach.pdf; Karanasos, Menelaos, Paraskevopoulos, Alexandros G., Menla Ali, Faek, Karoglou, Michail and Yfanti, Stavroula (2014). Modelling stock volatilities during financial crises:a time varying coefficient approach. Journal of Empirical Finance, 29 , pp. 113-128.
Authors: Karanasos, Menelaos, Paraskevopoulos, Alexandros, Ali, Faek Menla, Karoglou, Michail, Yfanti, Stavroula
Relation: http://arxiv.org/abs/1403.7179
Availability: http://arxiv.org/abs/1403.7179
Authors: Karanasos, Menelaos, Yongdeng Xu, Yfanti, Stavroula
Superior Title: Proceedings: Ioannina Meeting on Applied Economics & Finance; 6/20/2018, p13-15, 3p
Subject Terms: GARCH model, POWER transformers, STRUCTURAL break (Economics), EXTERNALITIES, FINANCIAL crises