Advanced Search
MyIDEAS: Login to follow this author

Evarist Stoja


This is information that was supplied by Evarist Stoja in registering through RePEc. If you are Evarist Stoja , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Evarist
Middle Name:
Last Name: Stoja

RePEc Short-ID: pst657

Postal Address: School of Economics, Finance and Management, Social Sciences Complex, 8 Woodland Road, Clifton, Bristol BS8 1TN, UK
Phone: +44 (0) 117 3310603


School of Economics, Finance and Management
University of Bristol
Location: Bristol, United Kingdom
Phone: 0117 928 8415
Fax: 0117 928 8577
Postal: 8 Woodland Road, Bristol, BS8 1TN
Handle: RePEc:edi:debriuk (more details at EDIRC)


as in new window

Working papers

  1. Arnold Polanski & Evarist Stoja, 2013. "Co-dependence of Extreme Events in High Frequency FX Returns," University of East Anglia Applied and Financial Economics Working Paper Series 040, School of Economics, University of East Anglia, Norwich, UK..
  2. Evarist Stoja & Richard D. F. Harris & Fatih Yilmaz, 2010. "A Cyclical Model of Exchange Rate Volatility," Bristol Economics Discussion Papers 10/618, Department of Economics, University of Bristol, UK.
  3. Evarist Stoja & Arnold Polanski, 2009. "Dynamic Density Forecasts for Multivariate Asset Returns," Bristol Economics Discussion Papers 09/616, Department of Economics, University of Bristol, UK.
  4. Evarist Stoja & Arnold Polanski, 2009. "Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management," Bristol Economics Discussion Papers 09/617, Department of Economics, University of Bristol, UK.


  1. Polanski, Arnold & Stoja, Evarist & Zhang, Ren, 2013. "Multidimensional risk and risk dependence," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3286-3294.
  2. Polanski, Arnold & Stoja, Evarist, 2012. "Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management," International Journal of Forecasting, Elsevier, vol. 28(2), pages 343-352.
  3. Harris, Richard D.F. & Stoja, Evarist & Yilmaz, Fatih, 2011. "A cyclical model of exchange rate volatility," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3055-3064, November.
  4. Tucker, Jon & Stoja, Evarist, 2011. "Industry membership and capital structure dynamics in the UK," International Review of Financial Analysis, Elsevier, vol. 20(4), pages 207-214, August.
  5. Arnold Polanski & Evarist Stoja, 2011. "Dynamic density forecasts for multivariate asset returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(6), pages 523-540, September.
  6. Richard D. F. Harris & Jian Shen & Evarist Stoja, 2010. "The Limits to Minimum-Variance Hedging," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(5-6), pages 737-761.
  7. Arnold Polanski & Evarist Stoja, 2010. "Incorporating higher moments into value-at-risk forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(6), pages 523-535.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-10-02. Author is listed
  2. NEP-ECM: Econometrics (2) 2010-10-02 2010-10-02. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2013-03-30. Author is listed
  4. NEP-FOR: Forecasting (1) 2010-10-02. Author is listed
  5. NEP-IFN: International Finance (1) 2010-10-02. Author is listed
  6. NEP-MON: Monetary Economics (1) 2010-10-02. Author is listed
  7. NEP-MST: Market Microstructure (1) 2013-03-30. Author is listed
  8. NEP-ORE: Operations Research (1) 2010-10-02. Author is listed
  9. NEP-RMG: Risk Management (2) 2010-10-02 2013-03-30. Author is listed


Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc


For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Evarist Stoja should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.