Items where Author, Editor or other role is "Mitrodima, E."
Number of items: 4.
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Griffin, Jim E. and Mitrodima, Evangelia and Oberoi, Jaideep S (2018) Robustly Modelling the Scale and Shape Dynamics of Stock Return Distributions. Working paper. tbc 10.2139/ssrn.2777214. (Unpublished) (doi:10.2139/ssrn.2777214) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:70635) |
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Mitrodima, Evangelia (2015) Essays on the Modelling of Quantiles for Forecasting and Risk Estimation. Doctor of Philosophy (PhD) thesis, University of Kent,. (doi:10.22024/UniKent/01.02.53549) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:53549) |
Mitrodima, Evangelia, Oberoi, Jaideep S (2013) Component value at risk models with countercyclical adjustments for improved economic performance. In: Computational and Financial Econometrics Conference, Dec 2013, London. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:48180) |
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Oberoi, Jaideep S and Mitrodima, Evangelia (2015) Value at Risk models with long memory features and their economic performance. Working paper. Social Science Research Network 10.2139/ssrn.2649348. (doi:10.2139/ssrn.2649348) (KAR id:50894) |