Sofia Anyfantaki

Available identifiers

zbMath Open anyfantaki.sofiaMaRDI QIDQ642449

List of research outcomes

Publication	Date of Publication	Type
Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests	2024-10-17	Paper
Extremal quantiles and stock price crashes	2023-12-07	Paper
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model	2022-06-07	Paper
Diversification benefits in the cryptocurrency market under mild explosivity	2021-11-05	Paper
On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model	2020-05-27	Paper
Estimation and properties of a time-varying GQARCH(1,1)-M model	2011-10-26	Paper

Research outcomes over time

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