Items where Author is "Stasinakis, Charalampos"

Shi, Yunkun and Stasinakis, Charalampos and Xu, Yaofei and Yan, Cheng and Zhang, Xuan (2022) Stock price default boundary: A Black-Cox model approach. International Review of Financial Analysis, 83. p. 102284. DOI https://doi.org/10.1016/j.irfa.2022.102284

Shi, Yukun and Stasinakis, Charalampos and Xu, Yaofei and Yan, Cheng (2022) Market Co-movement between Credit Default Swap Curves and Option Volatility Surfaces. International Review of Financial Analysis, 82. p. 102192. DOI https://doi.org/10.1016/j.irfa.2022.102192

Hassanniakalager, Arman and Sermpinis, Georgios and Stasinakis, Charalampos and Verousis, Thanos (2020) A Conditional Fuzzy Inference Approach in Forecasting. European Journal of Operational Research, 283 (1). pp. 196-216. DOI https://doi.org/10.1016/j.ejor.2019.11.006

Stasinakis, Charalampos and Sermpinis, Georgios and Psaradellis, Ioannis and Verousis, Thanos (2016) Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities. Quantitative Finance, 16 (12). pp. 1901-1915. DOI https://doi.org/10.1080/14697688.2016.1211800