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1

Financial Data and the Skewed Generalized T Distribution

Theodossiou, Panayiotis

Journal:

Management Science

Year:

1998

Language:

english

File:

PDF, 585 KB

english, 1998

2

Skewness and the Relation Between Risk and Return

Theodossiou, Panayiotis, Savva, Christos S.

Journal:

Management Science

Year:

2015

Language:

english

File:

PDF, 285 KB

english, 2015

3

Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments

Theodossiou, Panayiotis, Tsouknidis, Dimitris, Savva, Christos

Journal:

Journal of the Royal Statistical Society: Series A (Statistics in Society)

Year:

2020

File:

PDF, 501 KB

2020

4

Stock return outliers and beta estimation: The case of U.S. pharmaceutical companies

Theodossiou, Alexandra K., Theodossiou, Panayiotis

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2014

Language:

english

File:

PDF, 598 KB

english, 2014

5

Risk Measurement Performance of Alternative Distribution Functions

Turan G. Bali and Panayiotis Theodossiou

Journal:

Journal of Risk and Insurance

Year:

2008

Language:

english

File:

PDF, 3.12 MB

english, 2008

6

Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures

Panayiotis T. Theodossiou

Journal:

Journal of the American Statistical Association

Year:

1993

Language:

english

File:

PDF, 1.29 MB

english, 1993

7

Robust estimation with flexible parametric distributions: estimation of utility stock betas

Mcdonald, James B., Michelfelder, Richard A., Theodossiou, Panayiotis

Journal:

Quantitative Finance

Year:

2010

Language:

english

File:

PDF, 190 KB

english, 2010

8

Downside and Upside Volatility, Value-at-Risk, Expected Shortfall and Pricing of Options Based on a Skewed Generalized Logistic Distribution

Theodossiou, Panayiotis

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 192 KB

english, 2018

9

Skewed type III generalized logistic distribution

Theodossiou, Panayiotis

Journal:

Communication in Statistics- Theory and Methods

Year:

2018

Language:

english

File:

PDF, 1.19 MB

english, 2018

10

Clarifying managerial biases using a probabilistic framework

Ellina, Polina, Mascarenhas, Briance, Theodossiou, Panayiotis

Journal:

Journal of Behavioral and Experimental Finance

Year:

2020

File:

PDF, 418 KB

2020

11

Truncated skewed type III generalized logistic distribution: risk measurement applications

Theodossiou, Panayiotis

Journal:

Communication in Statistics- Theory and Methods

Year:

2020

File:

PDF, 2.58 MB

2020

12

A conditional-SGT-VaR approach with alternative GARCH models

Turan G. Bali, Panayiotis Theodossiou

Journal:

Annals of Operations Research

Year:

2007

Language:

english

File:

PDF, 454 KB

english, 2007

13

Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets

Panayiotis Theodossiou, Emel Kahya, Gregory Koutmos, Andreas Christofi

Journal:

Financial Review

Year:

1997

Language:

english

File:

PDF, 955 KB

english, 1997

14

Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology

Emel Kahya, Panayiotis Theodossiou

Journal:

Review of Quantitative Finance and Accounting

Year:

1999

Language:

english

File:

PDF, 210 KB

english, 1999

15

Linkages between the U.S. and Japanese stock markets: A bivariate garch-m analysis

Panayiotis Theodossiou, Gregory Koutmos

Journal:

Global Finance Journal

Year:

1994

Language:

english

File:

PDF, 970 KB

english, 1994

16

Public Utility Beta Adjustment and Biased Costs of Capital in Public Utility Rate Proceedings

Michelfelder, Richard A., Theodossiou, Panayiotis

Journal:

The Electricity Journal

Year:

2013

Language:

english

File:

PDF, 343 KB

english, 2013

17

Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures

Theodossiou, Panayiotis T.

Journal:

Journal of the American Statistical Association

Year:

1993

Language:

english

File:

PDF, 758 KB

english, 1993

18

Part 1 of 2 || Financial Data and the Skewed Generalized T Distribution

Panayiotis Theodossiou

Journal:

Management Science

Year:

1998

Language:

english

File:

PDF, 1.54 MB

english, 1998

19

The Risk and Return Conundrum Explained: International Evidence*

Savva, Christos S, Theodossiou, Panayiotis

Journal:

Journal of Financial Econometrics

Year:

2018

Language:

english

File:

PDF, 574 KB

english, 2018

20

Risk Measures for Investment Values and Returns Based on Skewed-Heavy Tailed Distributions: Analytical Derivations and Comparison

Theodossiou, Panayiotis

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 462 KB

english, 2018

21

Partially Adaptive Econometric Methods For Regression and Classification

James V. Hansen, James B. McDonald, Panayiotis Theodossiou, Brad J. Larsen

Journal:

Computational Economics

Year:

2010

Language:

english

File:

PDF, 298 KB

english, 2010

22

ALTERNATIVE MODELS FOR ASSESSING THE FINANCIAL CONDITION OF BUSINESS IN GREECE

Panayiotis Theodossiou

Journal:

Journal of Business Finance & Accounting

Year:

1991

Language:

english

File:

PDF, 1.10 MB

english, 1991

23

RELATIONSHIP BETWEEN VOLATILITY AND EXPECTED RETURNS ACROSS INTERNATIONAL STOCK MARKETS

Panayiotis Theodossiou, Unro Lee

Journal:

Journal of Business Finance & Accounting

Year:

1995

Language:

english

File:

PDF, 582 KB

english, 1995

24

FINANCIAL DISTRESS AND CORPORATE ACQUISITIONS: FURTHER EMPIRICAL EVIDENCE

Panayiotis Theodossiou, Emel Kahya, Reza Saidi, George Philippatos

Journal:

Journal of Business Finance & Accounting

Year:

1996

Language:

english

File:

PDF, 1.09 MB

english, 1996

25

Risk Measurement Performance of Alternative Distribution Functions

Turan G. Bali, Panayiotis Theodossiou

Journal:

Journal of Risk and Insurance

Year:

2008

Language:

english

File:

PDF, 187 KB

english, 2008

26

Analysis and modeling of recent business failures in Greece

Costas Papoulias, Panayiotis Theodossiou

Journal:

Managerial and Decision Economics

Year:

1992

Language:

english

File:

PDF, 603 KB

english, 1992

27

Time-series properties and predictability of Greek exchange rates

Gregory Koutmos, Panayiotis Theodossiou

Journal:

Managerial and Decision Economics

Year:

1994

Language:

english

File:

PDF, 748 KB

english, 1994

28

The Stochastic Properties of Major Canadian Exchange Rates

Panayiotis Theodossiou

Journal:

Financial Review

Year:

1994

Language:

english

File:

PDF, 1.28 MB

english, 1994

29

Stochastic behaviour of the Athens stock exchange

Koutmos, Gregory, Negakis, Christos, Theodossiou, Panayiotis

Journal:

Applied Financial Economics

Year:

1993

Language:

english

File:

PDF, 568 KB

english, 1993

30

Models for Predicting Prices and Volatility Patterns in Major International Stock Markets

Theodossiou, Panayiotis

Journal:

Managerial Finance

Year:

1994

Language:

english

File:

PDF, 330 KB

english, 1994

31

Serial correlation, non‐stationarity and dynamic performance of business failures prediction

Kahya, Emel, Ouandlous, Arav S., Theodossiou, Panayiotis

Journal:

Managerial Finance

Year:

2001

Language:

english

File:

PDF, 114 KB

english, 2001

32

Time-Series Properties and Predictability of Greek Exchange Rates

Gregory Koutmos and Panayiotis Theodossiou

Journal:

Managerial and Decision Economics

Year:

1994

Language:

english

File:

PDF, 420 KB

english, 1994

33

APT With Observed Factors and Conditional Heteroskedasticity

Koutmos, Gregory, Theodossiou, Panayiotis

Journal:

Managerial Finance

Year:

1993

Language:

english

File:

PDF, 521 KB

english, 1993

34

MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE

Theodossiou, Panayiotis, Lee, Unro

Journal:

Journal of Financial Research

Year:

1993

Language:

english

File:

PDF, 1.13 MB

english, 1993

35

Time-Varying Risk and Return in Global Portfolio Management

Christofi, Andreas C, Theodossiou, Panayiotis, Pericli, Andreas

Journal:

The Journal of Investing

Year:

1999

Language:

english

File:

PDF, 181 KB

english, 1999

36

Analysis and Modeling of Recent Business Failures in Greece

Costas Papoulias and Panayiotis Theodossiou

Journal:

Managerial and Decision Economics

Year:

1992

Language:

english

File:

PDF, 369 KB

english, 1992

37

The Asymmetric Relation between Initial Margin Requirements and Stock Market Volatility across Bull and Bear Markets

Gikas A. Hardouvelis and Panayiotis Theodossiou

Journal:

Review of Financial Studies

Year:

2002

Language:

english

File:

PDF, 885 KB

english, 2002

38

Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models

Hansen, Christian B., McDonald, James B., Theodossiou, Panayiotis

Journal:

Economics The Open-Access Open-Assessment E-Journal

Year:

2007

Language:

english

File:

PDF, 287 KB

english, 2007

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