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Εμπειρική μελέτη των χαρακτηριστικών των αποδόσεων των χρηματιστηριακών δεικτών
Published 2021Subjects: Get full text
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Use of FIGARCH models in Expected Shortfall
Published 2017“…Οι ιδιότητες αυτές συχνά καλούνται και ως three stylized facts of financial returns και είναι: 1. …”
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Systematic risk and market microstructure in a market under conditions of economic crisis. The case of the Athens Stock Exchange.
Published 2018“…It is therefore of particular interest, amongst others, to examine the validity of some stylized facts regarding the effect of friction in the trading process on the estimation of betas for the underlying period of this study. …”
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