Postgraduate Students
Vrontos Ioannis | Athens University of Economics and Business
Why is the second moment (i.e., conditional variance) equation of GARCH family models deterministic?
Other
Postgraduate Students
ΕΠΙΛΑΧΟΝΤΑ ΣΧΕ ΙΑ ΚΙΝΗΤΙΚΟΤΗΤΑΣ-ΕΠΑΓΓΕΛΜΑΤΙΕΣ ΤΗΣ ΕΠΑΓΓΕΛΜΑΤΙΚΗΣ ΕΚΠΑΙ ΕΥΣΗΣ ΚΑΙ ΚΑΤΑΡΤΙΣΗΣ ΤΗΛΕΦΩΝΑ - PDF Free Download
PDF) Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
Computational and Financial Econometrics (CFE 10 ... - Cfe-csda.org
Calaméo - 237a
Disentangling the effect of private and public cash flows on firm val…
GREECE IS/THESSALONIKI/WINTER2019/2020 by GREECE IS - Issuu
Managing Editor's Letter | The Journal of Financial Data Science
Προμηθεύς Δεσμώτης
Mean and median contribution by period and treatment (Equilibrium... | Download Scientific Diagram
Ioannis D. Vrontos
Top activities – Ecotourism Greece
Research Laboratories
Pieris Savva - Global Senior Product Manager-Commercial Analytics & Marketing Science - Nestlé | LinkedIn
PDF) Optimal portfolio allocation with Asian Hedge Funds and Asian REITs
Disentangling the effect of private and public cash flows on firm val…
Comparing MCMC samplers for the heart data (N = 270, d = 14, m = 1);... | Download Table
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
