Details about Georgios K. Tsiotas

Access statistics for papers by Georgios K. Tsiotas.

Last updated 2019-07-28. Update your information in the RePEc Author Service.

Short-id: pts188

Journal Articles

2018

1. A Bayesian encompassing test using combined value-at-risk estimates
   Quantitative Finance, 2018, 18, (3), 395-417 View citations (4)

2012

2. On generalised asymmetric stochastic volatility models
   Computational Statistics & Data Analysis, 2012, 56, (1), 151-172 View citations (28)

2009

3. On the use of non-linear transformations in Stochastic Volatility models
   Statistical Methods & Applications, 2009, 18, (4), 555-583 View citations (1)

2007

4. On the use of the Box-Cox transformation on conditional variance models
   Finance Research Letters, 2007, 4, (1), 28-32 View citations (1)

2005

5. Real interest rates linkages between the USA and the UK in the postwar period
   International Journal of Finance & Economics, 2005, 10, (3), 251-262 View citations (2)