Vrontos Ioannis | Athens University of Economics and Business
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PDF) Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model
Disentangling the effect of private and public cash flows on firm val…
Ioannis D. Vrontos
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
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José M. Bernardo: Valenciam
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ΕΠΙΛΑΧΟΝΤΑ ΣΧΕ ΙΑ ΚΙΝΗΤΙΚΟΤΗΤΑΣ-ΕΠΑΓΓΕΛΜΑΤΙΕΣ ΤΗΣ ΕΠΑΓΓΕΛΜΑΤΙΚΗΣ ΕΚΠΑΙ ΕΥΣΗΣ ΚΑΙ ΚΑΤΑΡΤΙΣΗΣ ΤΗΛΕΦΩΝΑ - PDF Free Download
PDF) Optimal portfolio allocation with Asian Hedge Funds and Asian REITs
Disentangling the effect of private and public cash flows on firm val…
Mean and median contribution by period and treatment (Equilibrium... | Download Scientific Diagram
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
GREECE IS/THESSALONIKI/WINTER2019/2020 by GREECE IS - Issuu
PDF) A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model
Contents - ASMDA International Society
Preliminary program in pdf
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
Managing Editor's Letter | The Journal of Financial Data Science
Why is the second moment (i.e., conditional variance) equation of GARCH family models deterministic?
