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Number of items: 5.

Article

Argyropoulos, Christos and Panopoulou, Ekaterini (2019) Backtesting VaR and ES Under the Magnifying Glass. International Review of Financial Analysis, . ISSN 1057-5219. (In press) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)

Argyropoulos, Christos and Panopoulou, Ekaterini (2018) Measuring the Market Risk of Freight Rates: A Forecast Combination Approach. Journal of Forecasting, 37 (2). pp. 201-224. ISSN 0277-6693. E-ISSN 1099-131X. (doi:https://doi.org/10.1002/for.2485) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)

Argyropoulos, Christos and Panopoulou, Ekaterini (2017) Measuring the Market Risk of Freight Rates: A Forecast Combination Approach. Journal of Forecasting, 37 (2). pp. 201-224. ISSN 1099-131X. E-ISSN 1099-131X. (doi:https://doi.org/10.1002/for.2485) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)

Conference or workshop item

Argyropoulos, Christos and Panopoulou, Ekaterini (2017) A Survey on Risk Forecast Evaluation. In: 16th Conference on Research on Economic Theory and Econometrics, July 10-14, 2017, Milos, Greece. (Unpublished) (The full text of this publication is not currently available from this repository.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)

Thesis

Argyropoulos, Christos (2017) Robust Forecasting and Backtesting of Value at Risk (VaR) and Expected Shortfall (ES) risk measures. Doctor of Philosophy (PhD) thesis, University of Kent,. (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)

This list was generated on Tue May 14 00:09:05 2019 BST.

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