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type_genre:"Article in journal"
subject:"Schätzung"
~person:"Tzavalis, Elias"
~subject:"Forecasting model"
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Schätzung
Forecasting model
Theorie
27
Theory
27
Estimation
11
Yield curve
9
Zinsstruktur
9
Prognoseverfahren
7
Risikoprämie
7
Risk premium
7
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
5
Börsenkurs
4
Einheitswurzeltest
4
Share price
4
Unit root test
4
Capital income
3
Exchange rate
3
Kapitaleinkommen
3
Panel
3
Panel study
3
Rational expectations
3
Rationale Erwartung
3
Schock
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Shock
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State space model
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Structural break
3
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3
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Wechselkurs
3
Zustandsraummodell
3
ARCH model
2
ARCH-Modell
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2
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2
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Article in journal
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16
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5
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5
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4
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4
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16
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Tzavalis, Elias
Gupta, Rangan
47
Franses, Philip Hans
40
Clements, Michael P.
37
Timmermann, Allan
34
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
30
Diebold, Francis X.
30
Moosa, Imad A.
27
Petropoulos, Fotios
27
Hendry, David F.
26
Pierdzioch, Christian
26
Kumbhakar, Subal
25
Marcellino, Massimiliano
25
Serletis, Apostolos
25
Makridakis, Spyros G.
23
Swanson, Norman R.
23
Koop, Gary
22
Koopman, Siem Jan
21
Wang, Yudong
21
Bollerslev, Tim
20
Hyndman, Rob J.
20
Wohar, Mark E.
20
Bahmani-Oskooee, Mohsen
18
Clark, Todd E.
18
Peel, David
18
Pesaran, M. Hashem
18
Assimakopoulos, V.
17
Fildes, Robert
17
Ghysels, Eric
17
MacDonald, Ronald
17
Satchell, Stephen
17
Taylor, James W.
17
Armstrong, Jon Scott
16
Babai, M. Zied
16
Fabozzi, Frank J.
16
Karathanasopoulos, Andreas
16
Kourentzes, Nikolaos
16
Dijk, Dick van
15
Harvey, David I.
15
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Journal of empirical finance
3
International journal of forecasting
2
Econometric reviews
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of economics and finance : JEF
1
Journal of forecasting
1
Journal of money, credit and banking : JMCB
1
Review of development economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
16
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1
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
2
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
3
The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 785-796
Persistent link: https://www.econbiz.de/10012655704
Saved in:
4
Can country-specific interest rate factors explain the forward premium anomaly?
Argyropoulos, Efthymios
;
Elias, Nikolaos
;
Smyrnakis, …
- In:
Journal of economics and finance : JEF
45
(
2021
)
2
,
pp. 252-269
Persistent link: https://www.econbiz.de/10012496681
Saved in:
5
Predicting default risk under asymmetric binary link functions
Dendramis, Yiannis
;
Tzavalis, Elias
;
Varthalitis, Petros
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10012497704
Saved in:
6
Forecasting economic activity from yield curve factors
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 293-311
Persistent link: https://www.econbiz.de/10011672685
Saved in:
7
Real term structure forecasts of consumption growth
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Journal of empirical finance
33
(
2015
),
pp. 208-222
Persistent link: https://www.econbiz.de/10011556880
Saved in:
8
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
9
Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011311197
Saved in:
10
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
11
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Saved in:
12
Inflation and exchange rate regimes in Mexico
Li, Carmen A.
;
Philippopulos, Apostolēs
;
Tzavalis, Elias
- In:
Review of development economics
4
(
2000
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10001469134
Saved in:
13
On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.
;
Tzavalis, Elias
- In:
Econometric reviews
18
(
1999
)
4
,
pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
Saved in:
14
A re-examination of the regional expectations hypothesis of the term structure : reconciling the evidence from long-run and short-run tests
Tzavalis, Elias
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
3
(
1998
)
3
,
pp. 229-239
Persistent link: https://www.econbiz.de/10001434205
Saved in:
15
Explaining the failures of the term spread models of the rational expectations hypothesis of the term structure
Tzavalis, Elias
- In:
Journal of money, credit and banking : JMCB
29
(
1997
)
3
,
pp. 364-380
Persistent link: https://www.econbiz.de/10001226631
Saved in:
16
Forecasting inflation from the term structure
Tzavalis, Elias
- In:
Journal of empirical finance
3
(
1996
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10001208677
Saved in:
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