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Nonparametric realized volatility estimation in the international equity markets
Vortelinos, Dimitrios I.; Thomakos, Dimitrios D. - In: International review of financial analysis 28 (2013), pp. 34-45
Persistent link: https://www.econbiz.de/10009762711
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Optimal linear filtering, smoothing and trend extraction for the m-th differences of a unit root process : a singular spectrum analysis approach
Thomakos, Dimitrios D.; Hassani, Hossein; Patterson, … - 2013
Persistent link: https://www.econbiz.de/10010201220
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Covariance averaging for improved estimation and portfolio allocation
Papailias, Fotis; Thomakos, Dimitrios D. - In: Financial markets and portfolio management 29 (2015) 1, pp. 31-59
Persistent link: https://www.econbiz.de/10010500749
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Small sample properties of certain cointegration test statistics : a Monte Carlo study
Dhrymes, Phoebus J.; Thomakos, Dimitrios D. - 1997
Persistent link: https://www.econbiz.de/10000988608
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EXSSA : SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues
Papailias, Fotis; Thomakos, Dimitrios D. - In: International journal of forecasting 33 (2017) 1, pp. 214-229
Persistent link: https://www.econbiz.de/10011754701