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Regime switching and artificial neural network forecasting of the Cyprus stock exchange daily returns
Constantinou, Eleni; Georgiades, Robert; Kazandjian, Avo; … - In: International journal of finance & economics : IJFE 11 (2006) 4, pp. 371-383
Persistent link: https://www.econbiz.de/10003382712
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Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market
Drakos, Anastassios A.; Diamandis, Panayotis F.; … - In: International journal of economics and finance 7 (2015) 11, pp. 25-38
Persistent link: https://www.econbiz.de/10011401093
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Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
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The relevance of the monetary model for the Euro/USD exchange rate determination : a long run perspective
Georgoutsos, Demetris A.; Kouretas, Georgios P. - In: Open economies review 28 (2017) 5, pp. 989-1010
Persistent link: https://www.econbiz.de/10011804530
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Forecasting in turbulent times
Giannellis, Nikolaos; Hall, Stephen G.; Kouretas, … - In: Journal of forecasting 43 (2024) 4, pp. 819-826
Persistent link: https://www.econbiz.de/10014554031
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The term structure of interest rates and economic activity : evidence from the COVID-19 pandemic
Salachas, Evangelos; Kouretas, Georgios P.; Laopodis, … - In: Journal of forecasting 43 (2024) 4, pp. 1018-1041
Persistent link: https://www.econbiz.de/10014554059
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Advances in forecasting : an introduction in light of the debate on inflation forecasting
Banerjee, Anindya; Hall, Stephen G.; Kouretas, Georgios P. - In: Journal of forecasting 42 (2023) 3, pp. 455-463
Persistent link: https://www.econbiz.de/10014292203
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Special issue title: advances in forecasting in macroeconomics and financial markets
Banerjee, Anindya (ed.); Hall, Stephen G. (ed.);  … - 2023
Persistent link: https://www.econbiz.de/10014292218