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subject:"United States"
~person:"Andreou, Elena"
~person:"Degiannakis, Stavros"
~subject:"Stochastic process"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Specification error"
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Stochastic process
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1993-2000
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Andreou, Elena
Degiannakis, Stavros
Sargent, Thomas J.
11
Spanos, Aris
11
Hansen, Lars Peter
10
Hendry, David F.
7
Medeiros, Marcelo C.
6
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6
Robotti, Cesare
6
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5
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5
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4
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4
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4
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4
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4
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4
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4
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4
Anselin, Luc
3
Asai, Manabu
3
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3
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3
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1
Multiple days ahead realized volatility forecasting : single, combined and average forecasts
Degiannakis, Stavros
- In:
Global finance journal
36
(
2018
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012125013
Saved in:
2
A Monte Carlo simulation approach to forecasting multi-period value-at-risk and expected shortfall using the FIGARCH-SKT specification
Degiannakis, Stavros
;
Dent, Pamela
;
Floros, Christos
- In:
The Manchester School
82
(
2014
)
1
,
pp. 71-102
Persistent link: https://www.econbiz.de/10010419583
Saved in:
3
Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros
;
Xekalaki, Evdokia
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 149-171
Persistent link: https://www.econbiz.de/10003427036
Saved in:
4
Statistical adequacy and the testing of trend versus difference stationarity
Andreou, Elena
;
Spanos, Aris
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001786916
Saved in:
5
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
Saved in:
6
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 2)
Lumsdaine, Robin L.
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 247-252
Persistent link: https://www.econbiz.de/10001786919
Saved in:
7
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 3)
Nymoen, Ragnar
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10001786920
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