← All authors Stavros Stavroyiannis University of Peloponnese (per OpenAlex) · ORCID · OpenAlex
40 papers in scope · 39 published · 1 on the econ.EM arXiv · 1,116 citations · h-index 16 (over the papers listed here)
Papers (1 of 40)
Do birds of a feather flock together? Evidence from time-varying herding behaviour of bitcoin and foreign exchange majors during Covid-19
published 2022 · Journal of International Financial Markets Institutions and Money · 27 citations
with Azhar Mohamad
working paper 2022 · arXiv · 2 citations · first circulated 2020
Identifying the factors affecting firm performance and growth: the case of Italian publicly listed companies
published 2022 · International Journal of Economics and Business Research · 1 citations · first circulated 2021
with Panagiotis Charalampakis, Αντώνιος Γεωργόπουλος, Ilias Makris
Rural Healthcare Enterprises in the Vortex of COVID-19: The Impact of Public Policies on the Internal and External Environment
published 2021 · Administrative Sciences · 12 citations
with Νικόλαος Αποστολόπουλος, Sotiris Apostolopoulos, Ilias Makris
Smoothing and stationarity enforcement framework for deep learning time-series forecasting
published 2021 · Neural Computing and Applications · 40 citations
with Ioannis E. Livieris, Lazaros Iliadis, Panagiotis Pintelas
An Advanced CNN-LSTM Model for Cryptocurrency Forecasting
published 2021 · Electronics · 183 citations
with Ioannis E. Livieris, Niki Kiriakidou, Panagiotis Pintelas
A dropout weight-constrained recurrent neural network model for forecasting the price of major cryptocurrencies and CCi30 index
published 2021 · Evolving Systems · 33 citations
with Ioannis E. Livieris, Emmanuel Pintelas, Theodore Kotsilieris, Panagiotis Pintelas
Analysing factors that affect profitability and growth in French publicly listed firms
published 2021 · International Journal of Economics and Business Research · 3 citations · first circulated 2020
with Ilias Makris, P. Charalabakis, Panagiotis Charalabakis
Forecasting stock price index movement using a constrained deep neural network training algorithm
published 2020 · Intelligent Decision Technologies · 18 citations
with Ioannis E. Livieris, Theodore Kotsilieris, Panagiotis Pintelas
A novel validation framework to enhance deep learning models in time-series forecasting
published 2020 · Neural Computing and Applications · 81 citations
with Ioannis E. Livieris, Emmanuel Pintelas, Panagiotis Pintelas
Ensemble Deep Learning Models for Forecasting Cryptocurrency Time-Series
published 2020 · Algorithms · 148 citations
with Ioannis E. Livieris, Emmanuel Pintelas, Panagiotis Pintelas
Pension funds and stock market development in OECD countries: Novel evidence from a panel VAR
published 2019 · Finance research letters · 41 citations
with Vassilios Babalos
Time-varying herding behavior within the Eurozone stock markets during crisis periods
published 2019 · Review of Behavioral Finance · 10 citations
with Vassilios Babalos
Herding behavior in cryptocurrencies revisited: Novel evidence from a TVP model
published 2019 · Journal of Behavioral and Experimental Finance · 87 citations
with Vassilios Babalos
The high frequency multifractal properties of Bitcoin
published 2019 · Physica A Statistical Mechanics and its Applications · 77 citations
with Vassilios Babalos, Stelios Bekiros, Salim Lahmiri, Gazi Salah Uddin
Can Bitcoin diversify significantly a portfolio
published 2019 · International Journal of Economics and Business Research · 4 citations
Is anti-herding behavior spurious?
published 2018 · Finance research letters · 8 citations
with Vassilios Babalos, Stelios Bekiros, Salim Lahmiri
Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments
published 2018 · Chaos Solitons & Fractals · 7 citations
with Salim Lahmiri, Stelios Bekiros, Vassilios Babalos
Value-at-risk and related measures for the Bitcoin
published 2018 · The Journal of Risk Finance · 74 citations
A note on the Nelson-Cao inequality constraints in the GJR-GARCH model: is there a leverage effect?
published 2018 · International Journal of Economics and Business Research · 9 citations · first circulated 2017
Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil
published 2017 · Research in International Business and Finance · 1 citations
with Vassilios Babalos
Is the BRICS decoupling effect reversing? Evidence from dynamic models
published 2017 · International Journal of Economics and Business Research · 2 citations
Dynamic conditional correlations of the MINTs with the BRICs and the major markets: a first look to a globally diversified portfolio
published 2017 · Global Business and Economics Review
with Vassilios Babalos
Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries
published 2016 · Journal of International Financial Markets Institutions and Money · 32 citations
with Anastassios A. Drakos, Γεώργιος Π. Κουρέτας, Leonidas Zarangas
BRIC dynamic conditional correlations, portfolio diversification and rebalancing after the global financial crisis of 2008-2009
published 2015 · Global Business and Economics Review · 7 citations
with Maria Zakia Papanikolaou Mostafa
Expected shortfall and tail conditional expectation with the Pearson type IV distribution
published 2015 · Global Business and Economics Review · 1 citations
Do commodity investors herd? Evidence from a time-varying stochastic volatility model
published 2015 · Resources Policy · 50 citations
with Vassilios Babalos, Rangan Gupta
Herding, anti-herding behaviour in metal commodities futures: a novel portfolio-based approach
published 2015 · Applied Economics · 54 citations
with Vassilios Babalos
On the time varying nature of herding behaviour: evidence from major European indices
published 2015 · Global Business and Economics Review · 9 citations · first circulated 2013
with Vassilios Babalos
On the devolatised returns and dynamic conditional correlations GARCH modelling in selected European indices
published 2015 · Global Business and Economics Review · first circulated 2013
with Leonidas Zarangas
On the generalised Pearson distribution for application in financial time series modelling
published 2014 · Global Business and Economics Review · 3 citations · first circulated 2013
Out of sample value-at-risk and backtesting with the standardized pearson type-IV skewed distribution
published 2013 · Panoeconomicus · 13 citations
with Leonidas Zarangas
Value-at-risk for the long and short trading position with the Pearson type-IV distribution
published 2013 · Global Business and Economics Review · 7 citations
with Ilias Makris, Vasilis Nikolaidis, Leonidas Zarangas
ANS-based preprocessing of company performance indicators
published 2013 · Global Business and Economics Review · 1 citations
with N.A. Vasilic, Vasilis Nikolaidis, Ilias Makris
Identifying stocks' characteristics before market crashes: the case of the Athens stock exchange
published 2013 · Global Business and Economics Review
with Ilias Makris, Vasilis Nikolaidis
Econometric modeling and value-at-risk using the Pearson type-IV distribution
published 2012 · International Review of Financial Analysis · 34 citations
with Ilias Makris, Vasilis Nikolaidis, Leonidas Zarangas
Identifying factors affecting firm performance: the role of exporting activity on Greek industry
published 2012 · International Journal of Business and Globalisation · 4 citations
with Ilias Makris, Vasilis Nikolaidis
On the multifractal properties and the local multifractality sensitivity index of euro to Japanese yen foreign currency exchange rates
published 2011 · Global Business and Economics Review · 7 citations
with Vasilis Nikolaidis, Ilias Makris
Non-extensive properties, multifractality, and inefficiency degree of the Athens Stock Exchange General Index
published 2009 · International Review of Financial Analysis · 21 citations
with Ilias Makris, Vasilis Nikolaidis
On the closed form solutions for non-extensive Value at Risk
published 2009 · Physica A Statistical Mechanics and its Applications · 5 citations
with Ilias Makris, Vasilis Nikolaidis
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