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Mean-variance-skewness model for portfolio selection with fuzzy returns
Bekiros, Stelios D. - In: European journal of operational research : EJOR 202 (2010) 1, pp. 239-248
Persistent link: https://www.econbiz.de/10008349166
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The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing
Bekiros, Stelios D.; Diks, Cees G.H. - In: Journal of macroeconomics 30 (2008) 4, pp. 1641-1650
Persistent link: https://www.econbiz.de/10008143015
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Evaluating direction-of-change forecasting: Neurofuzzzy models vs. neural networks Ec:000
Bekiros, Stelios D.; Georgoutsos, Dimitris A. - In: Operations research, Management science : OR MS ; the … 48 (2008) 4-5, pp. 457-460
Persistent link: https://www.econbiz.de/10008165361
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Heterogeneous trading strategies with adaptive fuzzy Actor–Critic reinforcement learning: A behavioral approach
Bekiros, Stelios D. - In: Journal of economic dynamics & control 34 (2010) 6, pp. 1153-1171
Persistent link: https://www.econbiz.de/10008403880
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A robust algorithm for parameter estimation in smooth transition autoregressive models
Bekiros, Stelios D. - In: Economics letters 103 (2009) 1, pp. 36-38
Persistent link: https://www.econbiz.de/10008231981
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Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance
Bekiros, Stelios D.; Georgoutsos, Dimitris A. - In: Journal of international financial markets, … 15 (2005) 3, pp. 209-228
Persistent link: https://www.econbiz.de/10007098223
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The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality
Bekiros, Stelios D.; Diks, Cees G.H. - In: Energy economics 30 (2008) 5, pp. 2673-2685
Persistent link: https://www.econbiz.de/10008085354
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The extreme-value dependence of Asia-Pacific equity markets
Bekiros, Stelios D.; Georgoutsos, Dimitris A. - In: Journal of multinational financial management 18 (2008) 3, pp. 197-208
Persistent link: https://www.econbiz.de/10007995508
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The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality
Bekiros, Stelios D.; Diks, Cees G.H. - In: Energy economics 30 (2008) 5, pp. 2673-2686
Persistent link: https://www.econbiz.de/10008883548
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The extreme-value dependence of Asia-Pacific equity markets
Bekiros, Stelios D.; Georgoutsos, Dimitris A. - In: Journal of multinational financial management 18 (2008) 3, pp. 197-209
Persistent link: https://www.econbiz.de/10008884203