Research output per year
Research output per year
- 50 - 57 out of 57 results
Search results
-
2015
Generalised density forecast combinations
Kapetanios, G., Mitchell, J., Price, S. & Fawcett, N., Sept 2015, In: JOURNAL OF ECONOMETRICS. 188, 1, p. 150-165Research output: Contribution to journal › Article › peer-review
51 Citations (Scopus) -
Shifts in volatility driven by large stock market shocks
Dendramis, Y., Kapetanios, G. & Tzavalis, E., 2 Apr 2015, (E-pub ahead of print) In: Journal Of Economic Dynamics & Control. 55Research output: Contribution to journal › Article › peer-review
36 Citations (Scopus) -
2014
A nonlinear panel data model of cross-sectional dependence
Kapetanios, G., Mitchell, J. & Shin, Y., 30 Apr 2014, In: JOURNAL OF ECONOMETRICS. 179, 2, p. 134-157Research output: Contribution to journal › Article › peer-review
30 Citations (Scopus) -
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, R. T., Kapetanios, G. & Papailias, F., Dec 2014, In: Journal of Empirical Finance. 29, p. 129-143Research output: Contribution to journal › Article › peer-review
9 Citations (Scopus) -
Inference on stochastic time-varying coefficient models
Giraitis, L., Kapetanios, G. & Yates, T., Mar 2014, In: JOURNAL OF ECONOMETRICS. 179, 1, p. 46-65 20 p.Research output: Contribution to journal › Article › peer-review
86 Citations (Scopus) -
Level shifts in stock returns driven by large shocks
Dendramis, Y., Kapetanios, G. & Tzavalis, E., 12 Apr 2014, (E-pub ahead of print) In: Journal of Empirical Finance. 29Research output: Contribution to journal › Article › peer-review
10 Citations (Scopus) -
Modified information criteria and selection of long memory time series models
Baillie, R. T., Kapetanios, G. & Papailias, F., 1 Aug 2014, In: COMPUTATIONAL STATISTICS AND DATA ANALYSIS. 76, p. 116-131Research output: Contribution to journal › Article › peer-review
13 Citations (Scopus)