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Realized volatility models and alternative Value-at-Risk prediction strategies

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Steady-state priors and Bayesian variable selection in VAR forecasting

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Neural model identification, variable selection and model adequacy

Refenes, Apostolos-Paul; Zapranis, Achilleas - In: Journal of forecasting 18 (1999) 5, pp. 299-332

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Modelling the effects of defence spending reductions on investment using neural networks in the case of Greece

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The Durbin-Watson test for neural regression models

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Comment on W. Brian Arthur et al.'s paper: Asset pricing under endogenous expectations in an artificial stock market

Refenes, Apostolos-Paul - In: Economic notes : economic review of Banca Monte dei … 26 (1997) 2, pp. 331-335

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Implied correlation index : a new measure of diversification

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Realized hedge ratio : predictability and hedging performance

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Decision Technologies for Computational Finance : Proceedings of the fifth International Conference Computational Finance

Refenes, Apostolos-Paul (ed.); Burgess, Andrew N. (ed.); … - 1998

This volume contains selected papers that were presented at the International Conference `Computational Finance' held at the London Business School. Formerly known as Neural Networks in the Capital Markets (NNCM), this series of meetings has emerged as a truly multi-disciplinary international...

Persistent link: https://www.econbiz.de/10013521924