Access Statistics for Panayiotis Theodossiou

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 1 71 2 3 10 222
The Asymmetric Relation Between Margin Requirements and Stock Market Volatility Across Bull and Bear Markets 0 0 0 104 0 1 3 445
Total Working Papers 0 0 1 175 2 4 13 667


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financial Data and the Skewed Generalized T Distribution 0 2 16 51 4 7 42 151
Linkages between the U.S. and Japanese stock markets: A bivariate garch-m analysis 0 0 0 35 0 1 1 104
MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE 0 0 5 40 2 7 23 101
Partially Adaptive Econometric Methods For Regression and Classification 0 0 5 144 0 3 21 440
Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology 1 1 5 160 3 8 30 539
Properties and Stochastic nature of BEA's early estimates of GNP 0 0 0 8 0 3 4 78
Risk Measurement Performance of Alternative Distribution Functions 0 0 0 26 1 1 2 100
Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application 0 0 0 8 0 1 6 41
Robust estimation with flexible parametric distributions: estimation of utility stock betas 0 0 0 19 0 0 2 74
Skewed Generalized Error Distribution of Financial Assets and Option Pricing 0 4 12 26 10 23 56 136
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 75 0 1 9 259
Stock return outliers and beta estimation: The case of U.S. pharmaceutical companies 0 0 1 13 0 2 15 99
The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets 0 0 0 0 1 3 6 382
The Stochastic Properties of Major Canadian Exchange Rates 0 0 0 0 0 0 1 56
Time-varying betas and volatility persistence in International Stock markets 0 0 0 117 0 2 5 240
Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets 0 0 0 0 1 3 4 139
Total Journal Articles 1 7 44 722 22 65 227 2,939


Statistics updated 2021-01-03