Cardiff University | Prifysgol Caerdydd ORCA
Online Research @ Cardiff 
WelshClear Cookie - decide language by browser settings

Browse by Current Cardiff authors

Number of items: 11.

Tolikas, Konstantinos ORCID: 2016. The relative informational efficiency of corporate retail bonds: evidence from the London stock exchange. International Review of Financial Analysis 46 , pp. 191-201. 10.1016/j.irfa.2016.05.003

Tolikas, Konstantinos ORCID: 2014. Unexpected tails in risk measurement: Some international evidence. Journal of Banking & Finance 40 , pp. 476-493. 10.1016/j.jbankfin.2013.07.022

Tolikas, Konstantinos ORCID: 2011. The rare event risk in African emerging stock markets. Managerial Finance 37 (3) , pp. 275-294. 10.1108/03074351111113324

Tolikas, Konstantinos ORCID: and Gettinby, Gareth D. 2009. Modelling the distribution of the extreme share returns in Singapore. Journal of Empirical Finance 16 (2) , pp. 254-263. 10.1016/j.jempfin.2008.06.006

Tolikas, Konstantinos ORCID: and Heravi, Saeed ORCID: 2008. 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. 10.1080/03610920802101571

Tolikas, Konstantinos ORCID: 2008. An application of extreme value theory in modelling extreme share returns. Moutinho, Luiz and Huarng, Kun-Huang, eds. Advances in Doctoral Research in Management, Vol. 2. Singapore: World Scientific Books, pp. 19-46.

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

Tolikas, Konstantinos ORCID: 2008. Capturing extremes. Presented at: World Congress of Engineering - WCE 2008, London, UK, 2-4 July 2008. Published in: Ao, S. I., Gelman, L., Hukins, D. W. L., Hunter, A. and Korsunsky, A. M. eds. Proceedings of The World Congress on Engineering 2008. , vol.2 Hong Kong: Newswood Limited, pp. 1027-1031.

Tolikas, Konstantinos ORCID:, Koulakiotis, Athanasios and Brown, Richard A. 2007. Extreme Risk and Value-at-Risk in the German Stock Market. The European Journal of Finance 13 (4) , pp. 373-395. 10.1080/13518470600763737

Tolikas, Konstantinos ORCID: and Brown, Richard A. 2006. The distribution of the extreme daily share returns in the Athens stock exchange. The European Journal of Finance 12 (1) , pp. 1-22. 10.1080/1351847042000304107

Koulakiotis, Athanasios, Angelidis, Dimitrios, Tolikas, Konstantinos ORCID: and Molyneux, Phil 2006. The impact of foreign cross-listings on the home Dutch equities. Managerial Finance 32 (5) , pp. 451-462. 10.1108/03074350610657463

This list was generated on Thu Feb 22 05:18:44 2024 GMT.