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Quantile forecast combinations in realised volatility prediction

Meligkotsidou, Loukia; Panopulu, Aikaterinē; Vrontos, … - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1720-1733

Persistent link: https://www.econbiz.de/10012214766

Out-of-sample equity premium prediction : a complete subset quantile regression approach

Meligkotsidou, Loukia; Panopulu, Aikaterinē; Vrontos, … - In: The European journal of finance 27 (2021) 1/2, pp. 110-135

Persistent link: https://www.econbiz.de/10012424931

Forecasting GDP growth : the economic impact of COVID-19 pandemic

Vrontos, Ioannis D.; Galakis, John; Panopulu, Aikaterinē; … - In: Journal of forecasting 43 (2024) 4, pp. 1042-1086

Persistent link: https://www.econbiz.de/10014554062

Quantile regression analysis of hedge fund strategies

Meligkotsidou, Loukia; Vrontos, Ioannis D.; Vrontos, … - In: Journal of Empirical Finance 16 (2009) 2, pp. 264-279

Extending previous work on hedge fund pricing, this paper introduces the idea of modelling the conditional quantiles of hedge fund returns using a set of risk factors. Quantile regression analysis provides a way of understanding how the relationship between hedge fund returns and risk factors...

Persistent link: https://www.econbiz.de/10005152376

Should hedge funds deviate from the benchmark?

Panopulu, Aikaterinē; Voukelatos, Nikolaos - In: Financial Management 51 (2021) 3, pp. 767-795

Persistent link: https://www.econbiz.de/10012809610

Estimating C-CAPM and the equity premium over the frequency domain

Kalyvitēs, Sarantēs; Panopulu, Aikaterinē - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 5, pp. 551-571

Persistent link: https://www.econbiz.de/10010228554

Hedge fund return predictability : to combine forecasts or combine information?

Panopulu, Aikaterinē; Vrontos, Spyridon - In: Journal of banking & finance 56 (2015), pp. 103-122

Persistent link: https://www.econbiz.de/10011488606

Speculative behaviour and oil price predictability

Panopulu, Aikaterinē; Pantelidis, Theologos - In: Economic modelling 47 (2015), pp. 128-136

Persistent link: https://www.econbiz.de/10011438977

Declining discount rates and the Fisher Effect : inflated past, discounted future?

Freeman, Mark C.; Groom, Benjamin; Panopulu, Aikaterinē; … - In: Journal of environmental economics and management : … 73 (2015), pp. 32-49

Persistent link: https://www.econbiz.de/10011575217

The role of technical indicators in exchange rate forecasting

Panopulu, Aikaterinē; Souropanis, Ioannis - In: Journal of empirical finance 53 (2019), pp. 197-221

Persistent link: https://www.econbiz.de/10012171693