Concepedia

Spyros Xanthopoulos‐Sisinis

SX

3

Publications

98

Citations

3

H-Index

2007

Active since

Affiliations

Athens University of Economics and Business(Current)

Spyros Xanthopoulos‐Sisinis is an author at Athens University of Economics and Business specializing in volatility modeling, business, and predictive analytics.

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Publications per year

2007–2014

3

Publications

3

Realized volatility models and alternative Value-at-Risk prediction strategies

Dimitrios P. Louzis, Spyros Xanthopoulos‐Sisinis, Apostolos P. Refenes · Economic Modelling · 2014 · 68 citations

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Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility

Dimitrios P. Louzis, Spyros Xanthopoulos‐Sisinis, Apostolos P. Refenes · Applied Economics · 2011 · 17 citations · Full text

Evaluation of correlation forecasting models for risk management

Vasiliki D. Skintzi, Spyros Xanthopoulos‐Sisinis · Journal of Forecasting · 2007 · 13 citations

, , +19

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