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Number of items: 11.

Article

Tolikas, Konstantinos (2011). The rare event risk in African emerging stock markets. Managerial Finance, 37 (3), pp. 275-294.

Tolikas, Konstantinos (2008). Value-at-risk and extreme value distributions for financial returns. The Journal of Risk, 10 (3), pp. 31-77.

Tolikas, Konstantinos and Heravi, Saeed The Anderson–Darling Goodness-of-Fit Test Statistic for the Three-Parameter Lognormal Distribution. Communications in Statistics - Theory and Methods, 37 (19), pp. 3135-3143.

Tolikas, Konstantinos; Koulakiotis, Athanasios and Brown, Richard A. Extreme Risk and Value-at-Risk in the German Stock Market. European Journal of Finance, 13 (4), pp. 373-395.

Tolikas, Konstantinos and Topalogou, Nikolas Is default risk priced equally fast in the credit default swap and the stock markets?:An empirical investigation. Journal of International Financial Markets, Institutions and Money, 51 ,

Tolikas, Konstantinos and Gettinby, Gareth Modelling the distribution of the extreme share returns in Singapore. Journal of Empirical Finance, 16 (2), pp. 254-263.

Tolikas, Konstantinos Tail Risk and the Cross-Section of Mutual Fund Expected Returns. Journal of Financial and Quantitative Analysis, In Pre , (In Press)

Tolikas, Konstantinos Unexpected tails in risk measurement:Some international evidence. Journal of Banking and Finance, 40 , pp. 476-493.

Tolikas, Konstantinos and Brown, Richard A. The distribution of the extreme daily share returns in the Athens stock exchange. European Journal of Finance, 12 (1), pp. 1-22.

Koulakiotis, Athanasios; Angelidis, Dimitrios; Tolikas, Konstantinos and Molyneux, Phil The impact of foreign cross‐listings on the home Dutch equities. Managerial Finance, 32 (5), pp. 451-462.

Book Section

Tolikas, Konstantinos An application of extreme value theory in modelling extreme share returns. IN: Advances in Doctoral Research in Management. Advances in Doctoral Research in Management, 2 . World Scientific.

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