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Forecasting daily volatility w...
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1
Firm efficiency and stock returns
Frijns, Bart
;
Margaritis, Dimitris
;
Psillaki, Maria
- In:
Journal of productivity analysis
37
(
2012
)
3
,
pp. 295-306
Persistent link: https://www.econbiz.de/10009633355
Saved in:
2
Forecasting daily volatility with intraday data
Frijns, Bart
;
Margaritis, Dimitris
- In:
The European journal of finance
14
(
2008
)
5/6
,
pp. 523-540
Persistent link: https://www.econbiz.de/10003772119
Saved in:
3
An application of the Kalman filtering technique to the modelling of price expectations
Margaritis, Dimitris
- In:
The journal of economics
11
(
1985
),
pp. 156-159
Persistent link: https://www.econbiz.de/10001438844
Saved in:
4
Strong convergence of least squares learning to rational expectations
Margaritis, Dimitris
- In:
Economics letters
23
(
1987
)
2
,
pp. 157-161
Persistent link: https://www.econbiz.de/10001027055
Saved in:
5
[Rezension von: Macroeconomic conflict and social institutions, ed. by Shlomo Maital ..]
Margaritis, Dimitris
- In:
Southern economic journal
52
(
1986
)
4
,
pp. 1204-1205
Persistent link: https://www.econbiz.de/10001341449
Saved in:
6
A time-varying model of rational learning
Margaritis, Dimitris
- In:
Economics letters
33
(
1990
)
4
,
pp. 309-314
Persistent link: https://www.econbiz.de/10001090863
Saved in:
7
Inferring public and private information from trades and quotes
Frijns, Bart
- In:
The financial review : the official publication of the …
41
(
2006
)
1
,
pp. 95-117
Persistent link: https://www.econbiz.de/10003274783
Saved in:
8
A reexamination of the rational expectations business cycle hypothesis
Drylis, Ioannis
;
Margaritis, Dimitris
- In:
The journal of economics
11
(
1985
),
pp. 151-155
Persistent link: https://www.econbiz.de/10001438842
Saved in:
9
Strong convergence of least squares learning to rational expectations
Margaritis, Dimitris
-
1987
Persistent link: https://www.econbiz.de/10000718855
Saved in:
10
Convergence analysis of learning procedures to rational expectations
Margaritis, Dimitris
-
1987
Persistent link: https://www.econbiz.de/10000722915
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