Timotheos Angelidis

Timotheos Angelidis

University of Peloponnese - Kalamata / Greece
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1847430
Πανεπιστήμιο Πελοποννήσου
person_outline Timotheos Angelidis's MOST POPULAR ARTICLES
1-) The use of GARCH models in VaR estimationT Angelidis, A Benos, S DegiannakisStatistical Methodology 1 (1), 105-128, 20044122004
2-) Liquidity adjusted value-at-risk based on the components of the bid-ask spreadT Angelidis, A BenosApplied Financial Economics 16 (11), 835-851, 20061222006
3-) A robust VaR model under different time periods and weighting schemesT Angelidis, A Benos, S DegiannakisReview of Quantitative Finance and Accounting 28 (2), 187-201, 20071012007
4-) Revisiting mutual fund performance evaluationT Angelidis, D Giamouridis, N TessaromatisJournal of Banking & Finance 37 (5), 1759-1776, 2013982013
5-) US stock market regimes and oil price shocksT Angelidis, S Degiannakis, G FilisGlobal Finance Journal 28, 132-146, 2015822015