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A SAS macro for examining stationarity under the presence of endogenous structural breaks

Dadakas, Dimitrios; Fargher, Scott - In: International journal of computational economics and … 11 (2021) 2, pp. 189-199

Persistent link: https://www.econbiz.de/10012507589

A SAS macro for examining stationarity under the presence of up to m endogenous structural breaks with an application on EU28 agri-food exports

Dadakas, Dimitrios - In: International journal of computational economics and … 12 (2022) 3, pp. 275-283

Persistent link: https://www.econbiz.de/10013253298

Valuing the effects of water quality on recreational resources : discussion

Lupi, Frank - In: American journal of agricultural economics 80 (1998) 5, pp. 1038-1041

Persistent link: https://www.econbiz.de/10001372143

Single versus multi-market approach : an application to the Greek cotton market

Dadakas, Dimitrios; Katranidēs, Stylianos D. - In: Atlantic economic journal : AEJ 36 (2008) 4, pp. 469-481

Persistent link: https://www.econbiz.de/10003819050

Sectoral differences in the choice of the time horizon during estimation of the unconditional stock beta

Dadakas, Dimitrios; Karpetis, Christos; Fassas, Athanasios - In: International Journal of Financial Studies : open … 4 (2016) 4, pp. 1-13

The stock beta coefficient literature extensively discusses the proper methods for the estimation of beta as well as its use in asset valuation. However, there are fewer references with respect to the appropriate time horizon that investors should utilize when evaluating the risk-return...

Persistent link: https://www.econbiz.de/10011606725