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Non-linearities in financial bubbles : theory and Bayesian evidence from S&P500
Michaēlidēs, Panagiōtēs G.; Tsionas, Efthymios G.; … - In: Journal of financial stability 24 (2016), pp. 61-70
Persistent link: https://www.econbiz.de/10011704102
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Bayesian forecasting with the structural damped trend model
Tsionas, Efthymios G. - In: International journal of production economics 234 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012502831
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Forecasting realised volatility using ARFIMA and HAR models
Izzeldin, Marwan; Hassan, M. Kabir; Pappas, Vasileios; … - In: Quantitative finance 19 (2019) 10, pp. 1627-1638
Persistent link: https://www.econbiz.de/10012194811
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Modeling and forecasting regional tourism demand using the Bayesian global vector autoregressive (BGVAR) model
Assaf, A. Georges; Li, Gang; Song, Haiyan; Tsionas, … - In: Journal of travel research : a quarterly publication of … 58 (2019) 3, pp. 383-397
Persistent link: https://www.econbiz.de/10011982830
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The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun; Hizmeri, Rodrigo; Izzeldin, Marwan; Murphy, … - In: Journal of empirical finance 70 (2023), pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
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A bayesian signals approach for the detection of crises
Michaēlidēs, Panagiōtēs G.; Tsionas, Efthymios G.; … - In: Journal of quantitative economics 18 (2020) 3, pp. 551-585
Persistent link: https://www.econbiz.de/10012418855
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Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos; Tsionas, Efthymios G. - In: International journal of forecasting 35 (2019) 4, pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
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Regression trees for hospitality data analysis
Tsionas, Efthymios G.; Assaf, A. Georges - In: International journal of contemporary hospitality management 35 (2023) 7, pp. 2374-2387
Persistent link: https://www.econbiz.de/10014314778
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A non-parametric estimation of productivity with idiosyncratic and aggregate shocks : the role of research and development (R&D) and corporate tax
Bournakis, Ioannis; Tsionas, Efthymios G. - In: Oxford bulletin of economics and statistics 86 (2024) 3, pp. 641-671
Persistent link: https://www.econbiz.de/10014543500
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Competence and contract in the theory of the firm
Hodgson, Geoffrey M. - In: Journal of economic behavior & organization : JEBO 35 (1998) 2, pp. 179-201
Persistent link: https://www.econbiz.de/10001337973