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International journal of computational economics and econometrics : IJCEE
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Predictable risks and returns : further evidence from the UK stock market
Georgiou, Catherine
;
Grose, Chris
;
Archontakis, Fragiskos
- In:
International Journal of Financial Markets and …
7
(
2019
)
1
,
pp. 68-100
Persistent link: https://www.econbiz.de/10012253513
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2
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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3
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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4
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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5
A note on the use of the Box-Cox transformation for financial data
Kartsonakis-Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of computational economics and …
10
(
2020
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10012507555
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6
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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7
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
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