Narrow search
Showing 41 - 50 of 235
Cover Image
Generalised rational bias in financial forecasts
Christodoulakis, George A. - In: Annals of finance 2 (2006) 4, pp. 397-405
Persistent link: https://www.econbiz.de/10003379689
Cover Image
An assessment of the EU growth forecasts under asymmetric preferences
Christodoulakis, George A.; Mamatzakis, Emmanuel C. - In: Journal of forecasting 27 (2008) 6, pp. 483-492
Persistent link: https://www.econbiz.de/10003761662
Cover Image
The validity of credit risk model validation methods
Christodoulakis, George A.; Satchell, Stephen - In: The analytics of risk model validation, (pp. 27-43). 2008
Persistent link: https://www.econbiz.de/10003868675
Cover Image
Hashing GARCH : a reassessment of volatility forecasting performance
Christodoulakis, George A.; Satchell, Stephen - In: Forecasting volatility in the financial markets, (pp. 227-247). 2007
Persistent link: https://www.econbiz.de/10003872943
Cover Image
Generating composite volatility forecasts with random factor betas
Christodoulakis, George A. - In: Forecasting volatility in the financial markets, (pp. 391-406). 2007
Persistent link: https://www.econbiz.de/10003873031
Cover Image
Assessing the prudence of economic forecasts in the EU
Christodoulakis, George A.; Mamatzakis, Emmanuel C. - In: Journal of applied econometrics 24 (2009) 4, pp. 583-606
Persistent link: https://www.econbiz.de/10003846007
Cover Image
The analytics of risk model validation
Christodoulakis, George A. (ed.);  … - 2008 - 1. ed.
Persistent link: https://www.econbiz.de/10003587442
Cover Image
The relationship between expected utility and higher monents for distributions captured by the Gram-Charlier class
Christodoulakis, George A.; Peel, David - In: Finance research letters 3 (2006) 4, pp. 273-276
Persistent link: https://www.econbiz.de/10003390655
Cover Image
Financial forecasts in the presence of asymmetric loss aversion, skewness and excess kurtosis
Christodoulakis, George A. - In: Finance research letters 2 (2005) 4, pp. 227-233
Persistent link: https://www.econbiz.de/10003219479
Cover Image
Sharpe style analysis in the MSCI sector portfolios: a Monte Carlo integration approach
Christodoulakis, George A. - In: Linear factor models in finance, (pp. 83-94). 2005
Persistent link: https://www.econbiz.de/10003304030