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!
| Publication | Date of Publication | Type |
|---|---|---|
| Forecasting exchange rates using asymmetric losses: a Bayesian approach Quantitative Finance | 2022-04-05 | Paper |
| An ABC approach for CAViaR models with asymmetric kernels Journal of Statistical Computation and Simulation | 2020-04-28 | Paper |
| A quasi-Bayesian model averaging approach for conditional quantile models Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
| A Bayesian encompassing test using combined value-at-risk estimates Quantitative Finance | 2018-11-14 | Paper |
| On the use of non-linear transformations in stochastic volatility models Statistical Methods and Applications | 2016-03-17 | Paper |
| An efficient approach to spatiotemporal analysis and modeling of air pollution data Journal of Agricultural, Biological and Environmental Statistics | 2015-03-06 | Paper |
| On generalised asymmetric stochastic volatility models Computational Statistics and Data Analysis | 2012-06-20 | Paper |
Research outcomes over time
This page was built for person: Georgios Tsiotas
