Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin[J] QUARTERLY REVIEW OF ECONOMICS AND FINANCE 2022(84) Gkillas, Konstantinos Bouri, Elie Gupta, Rangan Roubaud, David
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss[J] EUROPEAN JOURNAL OF FINANCE 2021 Gkillas, Konstantinos Gupta, Rangan Pierdzioch, Christian
Discontinuous movements and asymmetries in cryptocurrency markets[J] EUROPEAN JOURNAL OF FINANCE Gkillas, Konstantinos Katsiampa, Paraskevi Konstantatos, Christoforos Tsagkanos, Athanasios
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War[J] COMPUTATIONAL ECONOMICS 2020(57) Bouri, Elie Gkillas, Konstantinos Gupta, Rangan Pierdzioch, Christian
An application of extreme value theory to cryptocurrencies[J] ECONOMICS LETTERS 2018(164) Gkillas, Konstantinos Katsiampa, Paraskevi
Transaction activity and bitcoin realized volatility[J] OPERATIONS RESEARCH LETTERS 2021(49) Gkillas, Konstantinos Tantoula, Maria Tzagarakis, Manolis
