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The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos - In: Economics letters 155 (2017), pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
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Accounting for persistence in panel count data models : an application to the number of patents awarded
Dimitrakopoulos, Stefanos - In: Economics letters 171 (2018), pp. 245-248
Persistent link: https://www.econbiz.de/10012021796
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Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos; Dey, Dipak - In: Economics letters 154 (2017), pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
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Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos; Tsionas, Efthymios G. - In: International journal of forecasting 35 (2019) 4, pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
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Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos; Kolossiatis, Michalis - In: Econometric reviews 39 (2020) 4, pp. 319-343
Persistent link: https://www.econbiz.de/10012181420