Konstantinos Tolikas

Konstantinos Tolikas

University of Sheffield - Sheffield / United Kingdom
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4888161
Sheffield University
person_outline Konstantinos Tolikas's MOST POPULAR ARTICLES
1-) Modelling the distribution of the extreme share returns in Singapore Journal of Empirical Finance 16 (2), 254-263, 2009
2-) Unexpected tails in risk measurement: Some international evidence Journal of Banking & Finance 40, 476-493, 2014
3-) Extreme risk and value-at-risk in the German stock market European Journal of Finance 13 (4), 373-395, 2007
4-) The lead-lag relation between the stock and the bond markets The European Journal of Finance 24 (10), 849-866, 2018
5-) Value-at-risk and extreme value distributions for financial returns The Journal of Risk 10 (3), 31-77, 2008