Concepedia

Timotheos Angelidis

TA

Statistics

Publications

26

Citations

825

H-Index

19

Active since

2004

Affiliations

University of Peloponnese(Current)

Athens University of Economics and Business

University of Crete

National Bank of Greece (Greece)

Crete University Press

Timotheos Angelidis is an author at University of Peloponnese specializing in business, finance, and financial economics.

ORCID

Publications per year

2004–2024

26

Publications

26

Liquidity adjusted value-at-risk based on the components of the bid-ask spread

Timotheos Angelidis, Alexandros Benos · Applied Financial Economics · 2006 · 73 citations

, , +17

Volatility forecasting: Intra-day versus inter-day models

Timotheos Angelidis, Stavros Degiannakis · Journal of International Financial Markets Institutions and Money · 2007 · 72 citations

, , +14

A robust VaR model under different time periods and weighting schemes

Timotheos Angelidis, Alexandros Benos, Stavros Degiannakis · Review of Quantitative Finance and Accounting · 2006 · 62 citations · Full text

, , +13

US stock market regimes and oil price shocks

Timotheos Angelidis, Stavros Degiannakis, George Filis · Global Finance Journal · 2015 · 54 citations

, , +12

Stock market dispersion, the business cycle and expected factor returns

Timotheos Angelidis, Nikolaos Tessaromatis · Journal of Banking & Finance · 2015 · 45 citations · Full text

, , +16

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