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Bootstrap derivative asset pricing
Markellos, Raphaēl N. - 1998
Persistent link: https://www.econbiz.de/10000996674
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High-frequency random walks?
Markellos, Raphaēl N.; Mills, Terence C.; Gavridis, M. - 1998
Persistent link: https://www.econbiz.de/10000991078
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Nonlinear error-correction models in the Greek money market
Markellos, Raphaēl N. - In: New operational approaches for financial modelling, (pp. 173-181). 1997
Persistent link: https://www.econbiz.de/10001299225
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Robust estimation of nonlinear production frontiers and efficiency : a neutral network approach
Markellos, Raphaēl N.; Costa, Álvaro - 1997
Persistent link: https://www.econbiz.de/10000957003
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Nonlinear equilibrium dynamics
Markellos, Raphaēl N. - 1997
Persistent link: https://www.econbiz.de/10000959404
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Parameter uncertainty in portfolio selection : shrinking the inverse covariance matrix
Kourtis, Apostolos; Dotsis, George; Markellos, Raphaēl N. - In: Journal of banking & finance 36 (2012) 9, pp. 2522-2531
Persistent link: https://www.econbiz.de/10009656151
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Testing moderation effects using non-parametric regressions
Assaf, A. Georges; Tsionas, Efthymios G.; … - In: International journal of hospitality management 86 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012241524
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A note on the Gao et al. (2019) uniform mixture model in the case of regression
Tsionas, Efthymios G.; Andrikopoulos, Athanasios - 2020
Persistent link: https://www.econbiz.de/10012243051
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Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.; Assaf, A. Georges; … - In: Economics letters 188 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012227857