George Christodoulakis

7 published titles

Stability conditions for heteroscedastic factor models with conditionally autoregressive betas

1 edition

Common volatility and correlation clustering in asset returns

1 edition

Exact elliptical distributions for models of conditionally random financial volatility

1 edition

Conditions for rational investment short-termism

1 edition

Markovian credit risk transition probabilities under non-negativity constraints for the US portfolio 1984-2004

1 edition

The analytics of risk model validation

(Contributor)

1 edition

Managing risks in the European periphery debt crisis : lessons from the trade-off between economics, politics and the financial markets

(Contributor)

1 edition