E-LIB Suche - Ergebnisse für: Kapetanios, George

1

Testing for Correlation between the Regressors and Factor L..:

KAPETANIOS George ; SERLENGA Laura ; SHIN Yongcheol
JRC132929. , 2023

2

Forecasting Value-at-Risk Using Deep Neural Network Quantil..:

Chronopoulos, Ilias ; Raftapostolos, Aristeidis ; Kapetanios, George
Chronopoulos , I , Raftapostolos , A & Kapetanios , G 2023 , ' Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression ' , Journal of Financial Econometrics . https://doi.org/10.1093/jjfinec/nbad014. , 2023

Link: https://kclpure.kcl.ac.u..

3

Deep Neural Network Estimation in Panel Data Models:

Chronopoulos, Ilias ; Chrysikou, Katerina ; Kapetanios, George..
http://arxiv.org/abs/2305.19921. , 2023

Link: http://arxiv.org/abs/230..

4

Making text count: Economic forecasting using newspaper tex..:

Kalamara, Eleni ; Turrell, Arthur ; Redl, Chris..
URL: https://journaldata.zbw.eu/dataset/bd292670-10a7-4a1b-a0e6-a60f4b2f4fbf/resource/e912f8b2-59b9-4cf8-b738-9f3386717798/download/readme.kprtt.txt. , 2022

Link: https://doi.org/10.15456..

5

Choosing between persistent and stationary volatility:

Chronopoulos, Ilias ; Giraitis, Liudas ; Kapetanios, George
Chronopoulos , I , Giraitis , L & Kapetanios , G 2022 , ' Choosing between persistent and stationary volatility ' , ANNALS OF STATISTICS , vol. 50 , no. 6 , pp. 3466-3483 . https://doi.org/10.1214/22-AOS2236. , 2022

Link: https://kclpure.kcl.ac.u..

6

On Robust Inference in Time Series Regression:

Baillie, Richard T ; Diebold, Francis X ; Kapetanios, George.
http://arxiv.org/abs/2203.04080. , 2022

Link: http://arxiv.org/abs/220..

7

Hierarchical time-varying estimation of asset pricing model:

Baillie, Richard ; Calonaci, Fabio ; Kapetanios, George
gbv-ppn:1789054001. , 2022

Link: http://hdl.handle.net/10..

8

How did consumers react to the COVID-19 pandemic over time?:

Kapetanios, George ; Neuteboom, Nora ; Ritsema, Feiko.
Kapetanios , G , Neuteboom , N , Ritsema , F & Ventouri , A 2022 , ' How did consumers react to the COVID-19 pandemic over time? ' , OXFORD BULLETIN OF ECONOMICS AND STATISTICS , vol. 84 , no. 5 , pp. 961-993 . https://doi.org/10.1111/obes.12507. , 2022

Link: https://kclpure.kcl.ac.u..

9

How did consumers react to the COVID‐19 pandemic over time?:

Kapetanios, George ; Neuteboom, Nora ; Ritsema, Feiko.
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC9349652/. , 2022

Link: http://www.ncbi.nlm.nih...

10

Tracking the Impact of the Covid-19 Pandemic with the Use o..:

Neuteboom, Nora ; Kapetanios, George ; Ventouri, Alexia.
Proceedings of the 55th Hawaii International Conference on System Sciences. , 2022

Link: http://hdl.handle.net/10..

11

High Dimensional Generalised Penalised Least Squares:

Chronopoulos, Ilias ; Chrysikou, Katerina ; Kapetanios, George
http://arxiv.org/abs/2207.07055. , 2022

Link: http://arxiv.org/abs/220..

12

How did consumers react to the COVID-19 pandemic over time?:

Kapetanios, George ; Neuteboom, Nora ; Ritsema, Feiko.
Kapetanios , G , Neuteboom , N , Ritsema , F & Ventouri , A 2022 , ' How did consumers react to the COVID-19 pandemic over time? ' , OXFORD BULLETIN OF ECONOMICS AND STATISTICS , vol. 84 , no. 5 , pp. 961-993 . https://doi.org/10.1111/obes.12507. , 2022

Link: https://kclpure.kcl.ac.u..

13

A New Test for Market Efficiency and Uncovered Interest Par..:

Baillie, Richard T ; Diebold, Francis X ; Kapetanios, George.
http://arxiv.org/abs/2211.01344. , 2022

Link: http://arxiv.org/abs/221..

14

Choosing between persistent and stationary volatility:

Chronopoulos, Ilias ; Giraitis, Liudas ; Kapetanios, George
Chronopoulos , I , Giraitis , L & Kapetanios , G 2022 , ' Choosing between persistent and stationary volatility ' , ANNALS OF STATISTICS , vol. 50 , no. 6 , pp. 3466-3483 . https://doi.org/10.1214/22-AOS2236. , 2022

Link: https://kclpure.kcl.ac.u..

15

Hierarchical Time-Varying Estimation of Asset Pricing Model:

Baillie, Richard T ; Calonaci, Fabio ; Kapetanios, George
Baillie , R T , Calonaci , F & Kapetanios , G 2022 , ' Hierarchical Time-Varying Estimation of Asset Pricing Models ' , Journal of Risk and Financial Management , vol. 15 , no. 1 , 14 . https://doi.org/10.3390/jrfm15010014. , 2022

Link: https://kclpure.kcl.ac.u..