2012

Della Corte, Pasquale and Tsiakas, Ilias (2012) Statistical and economic methods for evaluating exchange rate predictability. In: James, J. and Sarno, Lucio and Marsh, I.W., (eds.) Handbook of exchange rates. Wiley Handbooks in Financial Engineering and Econometrics (Chapter 8). Wiley-Blackwell Publishing Ltd., pp. 239-283. ISBN 978-0-470-76883-9

2011

Della Corte, Pasquale, Sarno, Lucio and Tsiakas, Ilias (2011) Spot and forward volatility in foreign exchange. Journal of Financial Economics, Volume 100 (Number 3). pp. 496-513. doi:10.1016/j.jfineco.2011.01.007

2009

Della Corte, Pasquale, Sarno, Lucio and Tsiakas, Ilias (2009) An economic evaluation of empirical exchange rate models. Review of Financial Studies, Vol.22 (No.9). pp. 3491-3530. doi:10.1093/rfs/hhn058

2008

Tsiakas, Ilias (2008) Overnight information and stochastic volatility : a study of European and US stock exchanges. Journal of Banking & Finance, Vol.32 (No.2). pp. 251-268. doi:10.1016/j.jbankfin.2007.03.008

2007

Della Corte, Pasquale, Sarno, Lucio and Tsiakas, Ilias (2007) An economic evaluation of empirical exchange rate models. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.659).

2004

Tsiakas, Ilias (2004) Is seasonal heteroscedasticity real? An international perspective. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).

Tsiakas, Ilias (2004) Periodic stochastic volatility and fat tails. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).