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A multivariate heavy-tailed distribution for arch/garch residuals
Politis, Dimitris N. - 2006
Persistent link: https://www.econbiz.de/10003331370
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Model-free versus model-based volatility prediction
Politis, Dimitris N. - In: Journal of financial econometrics : official journal of … 5 (2007) 3, pp. 358-389
Persistent link: https://www.econbiz.de/10003518495
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Flexible threshold models for modelling interest rate volatility
Dellaportas, Petros; Denison, David G. T.; Holmes, Chris - In: Econometric reviews 26 (2007) 2, pp. 419-437
Persistent link: https://www.econbiz.de/10003509144
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Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni; Dellaportas, Petros; Grigoryeva, … - In: International journal of forecasting 40 (2024) 3, pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
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A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
Meligkotsidou, Loukia; Tzavalis, Elias; Vrontos, Ioannis D. - In: Econometric reviews 30 (2011) 2, pp. 208-249
Persistent link: https://www.econbiz.de/10008990443
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Performance evaluation of mutual fund investments : the impact of non-normality and time-varying volatility
Vrontos, Ioannis D.; Meligkotsidou, Loukia; Vrontos, … - In: The journal of asset management 12 (2011) 4, pp. 292-307
Persistent link: https://www.econbiz.de/10009303901
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A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models
Meligkotsidou, Loukia (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153105
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Modeling and predicting U.S. recessions using machine learning techniques
Vrontos, Spyridon D.; Galakis, John; Vrontos, Ioannis D. - In: International journal of forecasting 37 (2021) 2, pp. 647-671
Persistent link: https://www.econbiz.de/10012792860