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Number of items: 9.
2019
Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D. and Vrontos, Spyridon D. (2019) Quantile Forecast Combinations in Realised Volatility Prediction. Journal of the Operational Research Society, . ISSN 0160-5682. (doi:https://doi.org/10.1080/01605682.2018.1489354) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) |
2017
Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D. and Vrontos, Spyridon D. (2017) Quantile Forecast Combinations in Realized Volatility Prediction. In: 7th International Conference of the Financial Engineering and Banking Society, 1 June 2017 - 3 June 2017, Glasgow. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
2016
Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D. and Vrontos, Spyridon D. (2016) Quantile forecast combinations. In: 10th International Conference on Computaional and Financial Econometrics, 9-11 December 2016, Sevilla, Spain. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D. and Vrontos, Spyridon D. (2016) Quantile forecast combinations in realised volatility prediction. In: 9th International Conference on Computational and Financial Econometrics, 12-14 December 2015, Senate House, London. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
2014
Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D. and Vrontos, Spyridon D. (2014) Out-of-sample equity premium prediction: A complete subset quantile regression approach. In: Conference on Econometric Methods for Banking and Finance, September 12-13, 2014, Bank of Portugal, Lisbon, Portugal. (Unpublished) (Full text available) |
Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D. and Vrontos, Spyridon D. (2014) A Quantile Regression Approach to Equity Premium Prediction. Journal of Forecasting, 33 (7). pp. 558-576. ISSN 0277-6693. E-ISSN 1099-131X. (doi:https://doi.org/10.1002/for.2312) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D. and Vrontos, Spyridon D. (2014) Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach. In: IAAE 2014 Annual Conference, June 2014, Queen Mary University, London, UK. (Submitted) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
2013
Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D. and Vrontos, Spyridon D. (2013) Out-of-sample equity premium prediction: A complete subset quantile regression approach. Working paper. Kent Business School https://doi.org/10.2139/ssrn.2335084. (doi:https://doi.org/10.2139/ssrn.2335084) (Full text available) |
Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D. and Vrontos, Spyridon D. (2013) Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach. In: 7th Annual Methods in International Finance Network Workshop, September, 2013, Namur, Belgium. (Submitted) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |