The following pages link to Ioannis D. Vrontos (Q892472):
Displayed 13 items.
- A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
- Item:Q892472 (redirect page) (← links)
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- A Student-\(t\) full factor multivariate GARCH model (Q2655303) (← links)
- An application of three bivariate time-varying volatility models (Q2722298) (← links)
- A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series (Q3086366) (← links)
- A full-factor multivariate GARCH model (Q4458359) (← links)
- A Quantile Regression Approach to Equity Premium Prediction (Q4687529) (← links)
- (Q4945619) (← links)
- Evidence for hedge fund predictability from a multivariate Student's<i>t</i>full-factor GARCH model (Q5127039) (← links)
- A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? (Q5127060) (← links)
- Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies (Q5219968) (← links)
- Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models (Q5433621) (← links)