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Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros; Zapranis, Achilleas - In: Applied economics 46 (2014) 34/36, pp. 4508-4518
Persistent link: https://www.econbiz.de/10010462694
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Testing and comparing conditional risk-return relationship with a new approach in the cross-sectional framework
Messis, Petros; Alexandridis, Antonis; Zapranis, Achilleas - 2018
Persistent link: https://www.econbiz.de/10012164827
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Neural model identification, variable selection and model adequacy
Refenes, Apostolos-Paul; Zapranis, Achilleas - In: Journal of forecasting 18 (1999) 5, pp. 299-332
Persistent link: https://www.econbiz.de/10001433936