Dimitrios P. Louzis

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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
Steady-state priors and Bayesian variable selection in VAR forecasting
Studies in Nonlinear Dynamics & Econometrics
2023-03-30Paper
The role of high-frequency intra-daily data, daily range and implied volatility in multi-period value-at-risk forecasting
Journal of Forecasting
2018-10-11Paper


Research outcomes over time


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