Research Laboratories
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
Other
PDF) Option returns and the cross-sectional predictability of implied volatility
Pieris Savva - Global Senior Product Manager-Commercial Analytics & Marketing Science - Nestlé | LinkedIn
PDF) A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
Ioannis D. Vrontos
Why is the second moment (i.e., conditional variance) equation of GARCH family models deterministic?
Aspects of Bayesian model and variable selection using MCMC | Ioannis Ntzoufras - Academia.edu
Disentangling the effect of private and public cash flows on firm val…
Disentangling the effect of private and public cash flows on firm val…
Top activities – Ecotourism Greece
Managing Editor's Letter | The Journal of Financial Data Science
Postgraduate Students
Contents - ASMDA International Society
Disentangling the effect of private and public cash flows on firm val…
PDF) Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance
Current List of Participants - Cfe-csda.org
Disentangling the effect of private and public cash flows on firm val…
Other
José M. Bernardo: Valenciam
Disentangling the effect of private and public cash flows on firm val…
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
Calaméo - 237a
Disentangling the effect of private and public cash flows on firm val…
Προμηθεύς Δεσμώτης
PDF) Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model
