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~isPartOf:"Applied financial economics"
~person:"Andrada Félix, Julián"
~person:"Degiannakis, Stavros"
~subject:"Prognoseverfahren"
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Prognoseverfahren
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Andrada Félix, Julián
Degiannakis, Stavros
McMillan, David G.
5
Gupta, Rangan
2
Pierdzioch, Christian
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2
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Applied financial economics
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ECONIS (ZBW)
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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
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2
Are Spanish Ibex35 stock future index returns forecasted with non-linear models?
Pérez Rodríguez, Jorge V.
;
Torra, Salvador
;
Andrada …
- In:
Applied financial economics
15
(
2005
)
14
,
pp. 963-975
Persistent link: https://www.econbiz.de/10003177465
Saved in:
3
Volatility forecasting : evidence from a fractional integrated asymmetric power ARCH skewed-t model
Degiannakis, Stavros
- In:
Applied financial economics
14
(
2004
)
18
,
pp. 1333-1342
Persistent link: https://www.econbiz.de/10002438260
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