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Forecasting volatility stock return : evidence from the Nordic stock exchanges
Dritsakis, Nikolaos; Savvas, Georgios - In: International journal of economics and finance 9 (2017) 2, pp. 15-31
Persistent link: https://www.econbiz.de/10011617883
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Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International journal of economics and financial issues … 11 (2021) 1, pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
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Does the choice of the multivariate GARCH model on volatility spillovers matter? : evidence from oil prices and stock markets in G7 countries
Kartsonakis-Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 164-182
Persistent link: https://www.econbiz.de/10012505769
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Asymmetric volatility transmission in Japanese stock market in the presence of structural breaks
Kartsonakis-Mademlis, Dimitrios; Dritsakis, Nikolaos - In: The Japanese economic review : the journal of the … 73 (2022) 4, pp. 647-677
Persistent link: https://www.econbiz.de/10013460293
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The stock market - oil prices variability relationship in the USA : the financial crisis effect
Mademlis, Dimitrios Kartsonakis; Dritsakis, Nikolaos - In: International journal of computational economics and … 13 (2023) 2, pp. 129-152
Persistent link: https://www.econbiz.de/10014307712