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Alexandros Gabrielsen

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First Name:Alexandros
Middle Name:
Last Name:Gabrielsen
RePEc Short-ID:pga599
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  1. Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012. "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper 39294, University Library of Munich, Germany.
  2. Gabrielsen, Alexandros & Marzo, Massimiliano & Zagaglia, Paolo, 2011. "Measuring market liquidity: an introductory survey," MPRA Paper 35829, University Library of Munich, Germany.
  1. Alizadeh, Amir H. & Gabrielsen, Alexandros, 2013. "Dynamics of credit spread moments of European corporate bond indexes," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3125-3144.
  2. Nicholas Apergis & Alexandros Gabrielsen & James E. Payne & Paolo Zagaglia, 2012. "Convergence and clustering of Tier 1 capital in the European banking sector: a non-linear factor approach," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(2), pages 210-221.
7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2012-06-25
  2. NEP-ECM: Econometrics (1) 2012-06-25
  3. NEP-FMK: Financial Markets (1) 2012-01-03
  4. NEP-FOR: Forecasting (1) 2012-06-25
  5. NEP-MON: Monetary Economics (1) 2012-01-10
  6. NEP-MST: Market Microstructure (1) 2012-01-10
  7. NEP-RMG: Risk Management (1) 2012-06-25

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