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~subject:"Forecasting model"
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Forecasting model
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Christodoulakis, George A.
15
Satchell, Stephen
6
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3
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Forecasting volatility in the financial markets
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ECONIS (ZBW)
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Estimating the term structure of commodity market preferences
Christodoulakis, George A.
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1146-1163
Persistent link: https://www.econbiz.de/10012161880
Saved in:
2
Generating composite volatility forecasts with random factor betas
Christodoulakis, George A.
- In:
Forecasting volatility in the financial markets
,
(pp. 391-406)
.
2007
Persistent link: https://www.econbiz.de/10003873031
Saved in:
3
Financial forecasts in the presence of asymmetric loss aversion, skewness and excess kurtosis
Christodoulakis, George A.
- In:
Finance research letters
2
(
2005
)
4
,
pp. 227-233
Persistent link: https://www.econbiz.de/10003219479
Saved in:
4
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
5
Forecast evaluation in the presence of unobserved volatility
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 175-198
Persistent link: https://www.econbiz.de/10002263007
Saved in:
6
Behavioural asymmetries in the G7 foreign exchange market
Christodoulakis, George A.
;
Mamatzakis, Emmanuel C.
- In:
International review of financial analysis
29
(
2013
),
pp. 261-270
Persistent link: https://www.econbiz.de/10010244938
Saved in:
7
The term structure of loss preferences and rationality in analyst earnings forecasts
Christodoulakis, George A.
;
Stathopoulos, Konstantinos
; …
- In:
The journal of asset management
13
(
2012
)
5
,
pp. 310-326
Persistent link: https://www.econbiz.de/10009667109
Saved in:
8
Generalised rational bias in financial forecasts
Christodoulakis, George A.
- In:
Annals of finance
2
(
2006
)
4
,
pp. 397-405
Persistent link: https://www.econbiz.de/10003379689
Saved in:
9
An assessment of the EU growth forecasts under asymmetric preferences
Christodoulakis, George A.
;
Mamatzakis, Emmanuel C.
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 483-492
Persistent link: https://www.econbiz.de/10003761662
Saved in:
10
The validity of credit risk model validation methods
Christodoulakis, George A.
;
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 27-43)
.
2008
Persistent link: https://www.econbiz.de/10003868675
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