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A simple return generating model in discrete time: implications for market efficiency testing
Milionis, Alexandros E. - 2019
Persistent link: https://www.econbiz.de/10012026125
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A note on the use of moving average trading rules to test for weak form efficiency in capital markets
Milionis, Alexandros E.; Papanagiotou, Evangelia - 2008
Persistent link: https://www.econbiz.de/10003939729
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An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets : application to the London stock exchange
Milionis, Alexandros E.; Papanagiotou, Evangelia - 2009
Persistent link: https://www.econbiz.de/10003939919
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Decomposing the predictive performance of the moving average trading rule of technical analysis : the contribution of linear and non linear dependencies in stock returns
Milionis, Alexandros E.; Papanagiotou, Evangelia - 2011
Persistent link: https://www.econbiz.de/10009387932
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A conditional CAPM; implications for the estimation of systematic risk
Milionis, Alexandros E.; Patsouri, Dimitra K. - 2011
Persistent link: https://www.econbiz.de/10009299671
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Forecasting actuarial time series: a practical study of the effect of statistical pre-adjustments
Milionis, Alexandros E.; Galanopoulos, Nikolaos G.; … - 2022
Persistent link: https://www.econbiz.de/10013262629
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A study of the effect of data transformation and "linearization" on time series forecasts: a practical approach
Milionis, Alexandros E.; Galanopoulos, Nikolaos G. - 2020
Persistent link: https://www.econbiz.de/10012264930
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Time series interdependent level and second moment: statistical testing and applications with Greek external trade and simulated data
Milionis, Alexandros E.; Galanopoulos, Nikolaos G. - 2018
Persistent link: https://www.econbiz.de/10011855670