The usage of Markov Chain Monte Carlo (MCMC) methods in time-varying volatility models
|
2023 |
Emmanouil, Garefalakis |
Disruptive technologies : technological change driven conflicts
|
2023 |
Molhova, M. |
Public health federalism?
|
2021 |
Kunce, Mitch |
Multiple imputation for missing values with an empirical application
|
2021 |
Sotiropoulou, Theodora |
Stock return dynamics after analyst recommendation revisions
|
2020 |
Kudryavtsev, Andrey |
A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone
|
2019 |
Plakandaras, Vasilios |
Machine learning risk models
|
2019 |
Kakushadze, Zura |
Healthy ... distress ... default
|
2019 |
Kakushadze, Zura |
Psychological aspects of stock returns accompanied by high trading volumes
|
2019 |
Kudryavtsev, Andrey |
An analysis of the impact of modeling assumptions in the Current Expected Credit Loss (CEFL) framework on the provisioning for credit loss
|
2019 |
Jacobs, Michael |
Stock market visualization
|
2018 |
Kakushadze, Zura |
Financial crisis and corporate failure : the going concern assumption findings from Athens stock exchange
|
2018 |
Gkouma, Olympia |
Notes on Fano ratio and portfolio optimization
|
2018 |
Kakushadze, Zura |
Efficiency of the UK Stock Exchange
|
2017 |
Sogiakas, Vasilios |
VIX index and stock returns following large price moves
|
2017 |
Kudryavtsev, Andrey |
Heavy-tailed distributions and risk management of equity market tail events
|
2017 |
Guo, Zi-Yi |
On origins of bubbles
|
2017 |
Kakushadze, Zura |
GARCH model and fat tails of the Chinese stock market returns : new evidences
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2017 |
Day, Michael |
Statistical industry classification
|
2016 |
Kakushadze, Zura |
The contagious effects analysis of Chinese equity market to South Asia's emerging financial markets
|
2016 |
Yin, Lianqian |