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Level shifts in stock returns driven by large shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of empirical finance 29 (2014), pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
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A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea; Galvão, Ana Beatriz C.; Kapetanios, … - In: International journal of forecasting 35 (2019) 4, pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
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A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy; Hayes, Simon; Kapetanios, George; … - In: International journal of forecasting 35 (2019) 4, pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469