| A low price correction for improved volatility estimation and forecasting GJ Siouris, A Karagrigoriou Risks 5 (3), 45, 2017 | 8 | 2017 |
| Post model correction in risk analysis and management GJ Siouris, D Skilogianni, A Karagrigoriou International Journal of Mathematical, Engineering and Management Sciences 4 …, 2019 | 2 | 2019 |
| Post model correction in value at risk and expected shortfall GJ Siouris, D Skilogianni, A Karagrigoriou International Journal of Mathematics, Engineering and Management Sciences 4 …, 2019 | 2 | 2019 |
| Adjusted evaluation measures for asymmetrically important data GJ Siouris, D Skilogianni, A Karagrigoriou Econometric Research in Finance 4 (1), 41-66, 2019 | 1 | 2019 |
| Forecasting Methods in Extreme Scenarios and Advanced Data Analytics for Improved Risk Estimation GJ Siouris, D Skilogianni, A Karagrigoriou Data Analysis and Applications 4: Financial Data Analysis and Methods 6, 1-32, 2020 | | 2020 |
| LOW PRICE EFFECT AND POST MODEL CORRECTION OF VALUE AT RISK GJ Siouris, D Skilogianni, A Karagrigoriou Proceedings of the 31st Panhellenic Statistics Conference, 337-352, 2018 | | 2018 |
| Use of FIGARCH models in Expected Shortfall GJ Siouris | | 2017 |
Alex KaragrigoriouProfessor of Probability - Statistics, Lab of Stat & Data Analysis, University of the AegeanVerified email at aegean.gr
