Panayiotis Theodossiou

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Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures

Panayiotis Theodossiou, 1993 .

ALTERNATIVE MODELS FOR ASSESSING THE FINANCIAL CONDITION OF BUSINESS IN GREECE

Panayiotis Theodossiou, Panayiotis Theodossiou, 1991 .

Skewed Generalized Error Distribution of Financial Assets and Option Pricing

Panayiotis Theodossiou, 2000 .

Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application

James B. McDonald, J. McDonald, Panayiotis Theodossiou, 2015 .

Financial Data and the Skewed Generalized T Distribution

W. N. Street, O. Mangasarian, D. Meyerson, 1998 .

Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets

Panayiotis Theodossiou, Emel Kahya, Panayiotis Theodossiou, 1997 .

RELATIONSHIP BETWEEN VOLATILITY AND EXPECTED RETURNS ACROSS INTERNATIONAL STOCK MARKETS

Panayiotis Theodossiou, Panayiotis Theodossiou, Unro Lee, 1995 .

Time‐series properties and predictability of Greek exchange rates

Panayiotis Theodossiou, Panayiotis Theodossiou, Gregory Koutmos, 1994 .

Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology

Panayiotis Theodossiou, E. Kahya, 1998 .

Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments

Christos S. Savva, Dimitris A. Tsouknidis, Panayiotis Theodossiou, 2020, Journal of the Royal Statistical Society: Series A (Statistics in Society).

Skewed Generalized T and Nested Probability Distributions: Specification and Moments

Panayiotis Theodossiou, 2018 .

Robust estimation with flexible parametric distributions: estimation of utility stock betas

James B. McDonald, J. McDonald, Panayiotis Theodossiou, 2010 .

Stock return outliers and beta estimation: The case of U.S. pharmaceutical companies

Panayiotis Theodossiou, A. Theodossiou, 2014 .

The Asymmetric Relation between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets

Panayiotis Theodossiou, Panayiotis Theodossiou, G. Hardouvelis, 1998 .

Properties and Stochastic nature of BEA's early estimates of GNP

Salih N. Neftci, Panayiotis Theodossiou, Panayiotis Theodossiou, 1991 .

Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components

Christos S. Savva, Panayiotis Theodossiou, Polina Ellina, 2022, Review of Quantitative Finance and Accounting.

Skewed type III generalized logistic distribution

Panayiotis Theodossiou, 2018, Communications in Statistics - Theory and Methods.

The Asymmetric Relation between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets

Panayiotis Theodossiou, G. Hardouvelis, 1998 .

Banking Crisis in Cyprus: Causes, Consequences and Recent Developments

Panayiotis Theodossiou, Demetra Demetriou, Scott Brown, 2018 .

Market price of risk estimation: Does distribution matter?

Christos S. Savva, Panayiotis Theodossiou, 2020, Communications in Statistics - Theory and Methods.

Truncated skewed type III generalized logistic distribution: risk measurement applications

Panayiotis Theodossiou, 2020, Communications in Statistics - Theory and Methods.

Class of Skewed Generalized Distributions Based on a Two-Piece Generalized Framework

Panayiotis Theodossiou, 2021 .

The impact of the coronavirus crisis on the market price of risk

Christos S. Savva, Panayiotis Theodossiou, M. Delis, 2020, Journal of Financial Stability.

Consequences of Outlier Returns for Event Studies: A Methodological Investigation and Treatment

Panayiotis Theodossiou, A. Theodossiou, 2019, The International Journal of Accounting.

Impact of Cognitive Biases on Forecasting Models

Panayiotis Theodossiou, Polina Ellina, 2020 .

Electricity Pricing Using a Periodic GARCH-M Model with Conditional Skewness and Kurtosis Components

Christos S. Savva, Panayiotis Theodossiou, K. Kosmidou, 2020 .

A Coronavirus Asset Pricing Model: The Role of Skewness

Christos S. Savva, Panayiotis Theodossiou, M. Delis, 2020, SSRN Electronic Journal.

Clarifying Managerial Biases Using a Probabilistic Framework

Panayiotis Theodossiou, Briance Mascarenhas, Polina Ellina, 2020, Journal of Behavioral and Experimental Finance.

Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments

Christos S. Savva, Dimitris A. Tsouknidis, Panayiotis Theodossiou, 2020, Journal of the Royal Statistical Society: Series A (Statistics in Society).

Event Studies and Outlier Returns: Symptoms, Consequences and Treatment

Panayiotis Theodossiou, A. Theodossiou, 2019, SSRN Electronic Journal.

Risk Measures for Investment Values and Returns Based on Skewed-Heavy Tailed Distributions: Analytical Derivations and Comparison

Panayiotis Theodossiou, 2018 .

The Risk and Return Conundrum Explained: International Evidence

Christos S. Savva, Panayiotis Theodossiou, 2018 .

Skewness and the Relation Between Risk and Return

Panayiotis Theodossiou, Christos S. Savva, Panayiotis Theodossiou, 2016, Manag. Sci..

Partially Adaptive Econometric Methods For Regression and Classification

James V. Hansen, James B. McDonald, Panayiotis Theodossiou, 2010 .

Risk Measurement Performance of Alternative Distribution Functions

Turan G. Bali, Panayiotis Theodossiou, Panayiotis Theodossiou, 2008 .

Evaluation of Robust Regression Estimation Methods and Intercept Bias : Application to the Capital Asset Pricing Model

James B. McDonald, J. McDonald, Panayiotis Theodossiou, 2008 .

Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models

Panayiotis Theodossiou, James B. McDonald, J. McDonald, 2007 .

A conditional-SGT-VaR approach with alternative GARCH models

Turan G. Bali, Panayiotis Theodossiou, Panayiotis Theodossiou, 2007, Ann. Oper. Res..

The Stochastic Properties of Major Canadian Exchange Rates

Panayiotis Theodossiou, Panayiotis Theodossiou, 1994 .

FINANCIAL DISTRESS AND CORPORATE ACQUISITIONS: FURTHER EMPIRICAL EVIDENCE

Panayiotis Theodossiou, Emel Kahya, Panayiotis Theodossiou, 1996 .

Analysis and modeling of recent business failures in Greece

Panayiotis Theodossiou, C. Papoulias, 1992 .

Time-Varying Risk and Return in Global Portfolio Management

Panayiotis Theodossiou, A. Christofi, A. Pericli, 1999 .

Mean and Volatility Spillovers across Major National Stock Markets: Further Empirical Evidence

Panayiotis Theodossiou, Panayiotis Theodossiou, Unro Lee, 1993 .

Stochastic behaviour of the Athens stock exchange

Panayiotis Theodossiou, Gregory Koutmos, Christos I. Negakis, 1993 .

Public Utility Beta Adjustment and Biased Costs of Capital in Public Utility Rate Proceedings

Panayiotis Theodossiou, R. A. Michelfelder, 2013 .

APT With Observed Factors and Conditional Heteroskedasticity

Panayiotis Theodossiou, G. Koutmos, 1993 .

Linkages between the U.S. and Japanese stock markets: A bivariate garch-m analysis

Panayiotis Theodossiou, G. Koutmos, 1994 .