Siriopoulos C.

C. Siriopoulos

Information about the author C. Siriopoulos will soon be added to the site.
Found 3 papers in total
Pattern recognition in the Athens stock market: further evidence using a non-parametric approach
Pattern recognition in the Athens stock market: further evidence using a non-parametric approach
2005
A nonparametric test like stochastic dominance analysis, which relies on cumulative...
Selecting Value-at-Risk methods according to their hidden characteristics
Selecting Value-at-Risk methods according to their hidden characteristics
2004
The foremost concern of a modern risk manager is to estimate Value-at-Risk (VaR), that...
Artificial intelligent based time series forecasting of stock prices using digital filters
Artificial intelligent based time series forecasting of stock prices using digital filters
2002
The aim of the paper is the analysis of the sequential characteristics of the Athens...
Papers per page: