Panayiotis Theodossiou

Finance · 2000–2008

A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Panayiotis Theodossiou trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Hubert W. Lilliefors
  2. Turan G. Bali
  3. Daniel B. Nelson
  4. Peter F. Christoffersen
  5. Francis X. Diebold
  6. D. R. Cox

Who trusts Panayiotis Theodossiou overall

  1. Dongming Zhu
  2. Victoria Zinde-Walsh
  3. Panayiotis Ch. Andreou
  4. Pilar Abad
  5. Riadh Aloui
  6. C. Louca

Papers from Panayiotis Theodossiou's perspective

Ordered by how strongly the researchers Panayiotis Theodossiou trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. On the Kolmogorov-Smirnov Test for Normality with Mean and Variance Unknown
  4. After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures
  5. Statistical Inference Using Extreme Order Statistics
  6. From value at risk to stress testing : The extreme value approach Franc ß ois
  7. An Analysis of Transformations
  8. How Relevant is Volatility Forecasting for Financial Risk Management? (Review of Economics and Statistics)
  9. An Extreme Value Approach to Estimating Volatility and Value at Risk
  10. Generalized autoregressive conditional heteroskedasticity

Their papers