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Results: 11
Number of items: 11
  • Bekiros, S. D., & Georgoutsos, D. A. (2009). Correlation breakdown and extreme dependence in emerging equity markets. (EUI Working Papers; No. MWP 2009/18). European University Institute. http://cadmus.eui.eu/dspace/bitstream/1814/11673/1/MWP_2009_18.pdf
  • Bekiros, S. D. (2009). Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models. (CeNDEF Working Paper University of Amsterdam; No. 09-15). Faculteit Economie en Bedrijfskunde. http://www1.fee.uva.nl/cendef/publications/
  • Bekiros, S. D., & Georgoutsos, D. A. (2008). The extreme-value dependence of Asia-Pacific equity markets. Journal of Multinational Financial Management, 18(3), 197-208. https://doi.org/10.1016/j.mulfin.2007.08.003
  • Bekiros, S. D., & Georgoutsos, D. A. (2008). Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index. The European Journal of Finance, 14(5), 397-408. https://doi.org/10.1080/13518470802042203
  • Bekiros, S. D., & Diks, C. G. H. (2008). The nonlinear dynamic relationship of exchange rates: parametric and nonparametric causality testing. Journal of Macroeconomics, 30(4), 1641-1650. https://doi.org/10.1016/j.jmacro.2008.04.001
  • Bekiros, S. D., & Diks, C. G. H. (2008). The relationship between crude oil spot and futures prices: cointegration, linear and nonlinear causality. Energy Economics, 30(5), 2673-2685. https://doi.org/10.1016/j.eneco.2008.03.006
  • Bekiros, S. D., & Georgoutsos, D. A. (2008). Direction-of-change forecasting using a volatility-based recurrent neural network. Journal of Forecasting, 27(5), 407-417. https://doi.org/10.1002/for.1063
  • Bekiros, S. D., & Georgoutsos, D. A. (2008). Extreme returns and the contagion effect between the foreign exchange and the stock market: Evidence from Cyprus. Applied Financial Economics, 18(3), 239-254. https://doi.org/10.1080/09603100601018823
  • Bekiros, S. D., & Georgoutsos, D. (2007). Evaluating direction-of-change forecasting: neurofuzzy models vs. neural networks. Mathematical and Computer Modelling, 46(1-2), 38-46. https://doi.org/10.1016/j.mcm.2006.12.011
  • Bekiros, S. D., & Diks, C. G. H. (2007). The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality. (CeNDEF Working Paper Universiteit van Amsterdam; No. 07-11). Faculteit Economie en Bedrijfskunde. http://www1.fee.uva.nl/cendef/publications/papers/BD_Manuscript_EE.pdf
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