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~subject:"Prognoseverfahren"
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Prognoseverfahren
Greece
23
Griechenland
23
Forecasting model
18
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17
Finanzkrise
13
Theorie
13
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13
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11
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9
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Notleidender Kredit
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Spillover-Effekt
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English
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Louzis, Dimitrios P.
13
Refenes, Apostolos-Paul
8
Xanthopoulos-Sisinis, Spyros
6
Refenes, Apostolos N.
3
Skintzi, Vasiliki D.
2
Markopoulou, Chrysi E.
1
Markopoulou, Chryssa
1
Skintzi, Vasiliki
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of forecasting
2
Applied economics
1
Bank of Greece Working Paper
1
Economic bulletin
1
Economic modelling
1
International journal of forecasting
1
International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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ECONIS (ZBW)
18
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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
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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
Steady-state priors and Bayesian variable selection in VAR forecasting
Louzis, Dimitrios P.
-
2015
Persistent link: https://www.econbiz.de/10011391697
Saved in:
5
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:
6
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:
7
Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs
Louzis, Dimitrios P.
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
2
,
pp. 569-598
Persistent link: https://www.econbiz.de/10012019346
Saved in:
8
Neural model identification, variable selection and model adequacy
Refenes, Apostolos-Paul
;
Zapranis, Achilleas
- In:
Journal of forecasting
18
(
1999
)
5
,
pp. 299-332
Persistent link: https://www.econbiz.de/10001433936
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9
Implied correlation index : a new measure of diversification
Skintzi, Vasiliki D.
;
Refenes, Apostolos-Paul
- In:
The journal of futures markets
25
(
2005
)
2
,
pp. 171-197
Persistent link: https://www.econbiz.de/10002535466
Saved in:
10
On the predictability of model-free implied correlation
Markopoulou, Chryssa
;
Skintzi, Vasiliki
;
Refenes, …
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10011597186
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