Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Stock index Value-at-Risk fore...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Greece
23
Griechenland
23
Forecasting model
18
Prognoseverfahren
18
Financial crisis
13
Finanzkrise
13
Theorie
13
Theory
13
Volatility
11
Volatilität
11
Bayes-Statistik
9
Bayesian inference
9
Economic forecast
9
VAR model
9
VAR-Modell
9
Wirtschaftsprognose
9
ARCH model
6
ARCH-Modell
6
Euro area
6
Eurozone
6
Financial market
6
Finanzmarkt
6
Index construction
6
Indexberechnung
6
Systemic risk
6
Systemrisiko
6
Capital income
5
EU countries
5
EU-Staaten
5
Financial sector
5
Finanzsektor
5
Kapitaleinkommen
5
Non-performing loan
5
Notleidender Kredit
5
Spillover effect
5
Spillover-Effekt
5
Bank lending
4
Credit risk
4
Estimation
4
Forecast
4
more ...
less ...
Online availability
All
Free
26
Undetermined
8
Type of publication
All
Book / Working Paper
28
Article
21
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
49
Author
All
Louzis, Dimitrios P.
37
Refenes, Apostolos-Paul
15
Vouldis, Angelos T.
13
Xanthopoulos-Sisinis, Spyros
6
Metaxas, Vasilios L.
4
Refenes, Apostolos N.
3
Skintzi, Vasiliki D.
3
Balfoussia, Hiona
2
Kollias, Chrēstos
2
Zapranis, Achilleas
2
Burgess, Andrew N.
1
Burgess, Andrew Neil
1
Holt, William
1
Kranias, Athanasios
1
Markopoulou, Chrysi E.
1
Markopoulou, Chryssa
1
Moody, John E.
1
Psychoyios, Dimitrios
1
Skintzi, Vasiliki
1
Vouldis, Angelos
1
more ...
less ...
Published in...
All
Bank of Greece Working Paper
7
Working Paper / Bank of Greece
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Applied economics
2
Economic bulletin
2
Economic modelling
2
Journal of forecasting
2
Advances in Computational Management Science
1
Bank of Greece Working Paper 118
1
Defence and peace economics
1
ECB Working Paper
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Ergasies gia syzētēsē / Kentro Programmatismu kai Oikonomikōn Ereunōn
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of futures markets
1
Wiley finance editions
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
11
OLC EcoSci
4
BASE
2
Other ZBW resources
1
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The role of high-frequency intra-daily data, daily range and implied volatility in multi-period value-at-risk forecasting
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 561-576
Persistent link: https://www.econbiz.de/10009789559
Saved in:
2
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Applied economics
44
(
2012
)
25/27
,
pp. 3533-3550
Persistent link: https://www.econbiz.de/10009619742
Saved in:
3
Realized volatility models and alternative Value-at-Risk prediction strategies
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Economic modelling
40
(
2014
),
pp. 101-116
Persistent link: https://www.econbiz.de/10010425716
Saved in:
4
Measuring return and volatility spillovers in Euro area financial markets
Louzis, Dimitrios P.
-
2013
Persistent link: https://www.econbiz.de/10009783809
Saved in:
5
Macroeconomic forecasting and structural changes in steady states
Louzis, Dimitrios P.
-
2016
Persistent link: https://www.econbiz.de/10011445560
Saved in:
6
Macroeconomic and credit forecasts in a small economy during crisis : a large Bayesian VAR approach
Louzis, Dimitrios P.
-
2014
Persistent link: https://www.econbiz.de/10011280214
Saved in:
7
Steady-state priors and Bayesian variable selection in VAR forecasting
Louzis, Dimitrios P.
-
2015
Persistent link: https://www.econbiz.de/10011391697
Saved in:
8
Measuring spillover effects in Euro area financial markets : a disaggregate approach
Louzis, Dimitrios P.
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
4
,
pp. 1367-1400
Persistent link: https://www.econbiz.de/10011377047
Saved in:
9
Greek GDP revisions and short-term forecasting
Louzis, Dimitrios P.
- In:
Economic bulletin
48
(
2018
),
pp. 79-100
Persistent link: https://www.econbiz.de/10012002105
Saved in:
10
Steady-state priors and Bayesian variable selection in VAR forecasting
Louzis, Dimitrios P.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 495-527
Persistent link: https://www.econbiz.de/10011649150
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
