Details about Panayiotis Theodossiou

Access statistics for papers by Panayiotis Theodossiou.

Last updated 2016-01-02. Update your information in the RePEc Author Service.

Short-id: pth130

Working Papers

2007

1. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (19)
   See also Journal Article Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (19) (2007)

1997

2. The Asymmetric Relation Between Margin Requirements and Stock Market Volatility Across Bull and Bear Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

Journal Articles

2015

1. Skewed Generalized Error Distribution of Financial Assets and Option Pricing
   Multinational Finance Journal, 2015, 19, (4), 223-266 View citations (28)

2014

2. Stock return outliers and beta estimation: The case of U.S. pharmaceutical companies
   Journal of International Financial Markets, Institutions and Money, 2014, 30, (C), 153-171

2010

3. Partially Adaptive Econometric Methods For Regression and Classification
   Computational Economics, 2010, 36, (2), 153-169 View citations (4)
4. Robust estimation with flexible parametric distributions: estimation of utility stock betas
   Quantitative Finance, 2010, 10, (4), 375-387 View citations (7)

2009

5. Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application
   Multinational Finance Journal, 2009, 13, (3-4), 293-321 View citations (6)

2008

6. Risk Measurement Performance of Alternative Distribution Functions
   Journal of Risk & Insurance, 2008, 75, (2), 411-437 View citations (28)

2007

7. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2007, 1, 1-20 View citations (19)
   See also Working Paper Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models, Economics Discussion Papers (2007) View citations (19) (2007)

2002

8. The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets
   The Review of Financial Studies, 2002, 15, (5), 1525-1560 View citations (61)

1999

9. Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology
   Review of Quantitative Finance and Accounting, 1999, 13, (4), 323-45 View citations (22)

1998

10. Financial Data and the Skewed Generalized T Distribution
    Management Science, 1998, 44, (12-Part-1), 1650-1661 View citations (160)

1997

11. Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets
    The Financial Review, 1997, 32, (2), 205-24 View citations (36)

1994

12. Linkages between the U.S. and Japanese stock markets: A bivariate garch-m analysis
    Global Finance Journal, 1994, 5, (2), 277-287
13. The Stochastic Properties of Major Canadian Exchange Rates
    The Financial Review, 1994, 29, (2), 193-221 View citations (18)
14. Time-varying betas and volatility persistence in International Stock markets
    Journal of Economics and Business, 1994, 46, (2), 101-112 View citations (33)

1993

15. MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE
    Journal of Financial Research, 1993, 16, (4), 337-350 View citations (130)

1991

16. Properties and Stochastic nature of BEA's early estimates of GNP
    Journal of Economics and Business, 1991, 43, (3), 231-239 View citations (4)