Yiannis Dendramis

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A similarity-based approach for macroeconomic forecasting
Journal of the Royal Statistical Society. Series A. Statistics in Society
2025-01-22Paper
Estimation of time-varying covariance matrices for large datasets
Econometric Theory
2022-01-26Paper
Forecasting VaR models under different volatility processes and distributions of return innovations
Journal of Forecasting
2018-10-12Paper
Shifts in volatility driven by large stock market shocks
Journal of Economic Dynamics and Control
2018-08-13Paper


Research outcomes over time


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