Stelios Bekiros

European University Institute - Economics Department (ECO)

Professor

Villa San Paolo

Via della Piazzuola 43

50133 Florence

Italy

IPAG Business School

Research Professor

184 BD Saint Germain

Paris, 75006

France

Athens University of Economics and Business

Professor

76 Patission Street

Athens, 104 34

Greece

University of Bologna - Rimini Center for Economic Analysis (RCEA)

Via Patara, 3

Rimini (RN), RN 47900

Italy

SCHOLARLY PAPERS

8

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Top 40,436

in Total Papers Downloads

1,021

CITATIONS

2

Scholarly Papers (8)

1.

Direction-of-Change Forecasting Using a Volatility Based Recurrent Neural Network

Number of pages: 19 Posted: 04 Mar 2005
Stelios Bekiros and Dimitris A. Georgoutsos
European University Institute - Economics Department (ECO) and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 357 (81,057)
Citation 1

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Technical trading rules, Neural network models, volatility

2.

Extreme Correlation in Cryptocurrency Markets

Number of pages: 32 Posted: 29 May 2018 Last Revised: 04 Nov 2018
University of Patras - Business Administration, European University Institute - Economics Department (ECO) and Zayed University, College of Business
Downloads 229 (130,438)

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Bitcoin; cryptocurrencies; extremes; tail dependence; downside risk

3.

Evaluating Direction-of-Change Forecasting: Neurofuzzy Models vs. Neural Networks

Number of pages: 22 Posted: 28 Feb 2005
Stelios Bekiros and Dimitris A. Georgoutsos
European University Institute - Economics Department (ECO) and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 217 (137,406)
Citation 1

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Forecasting, Neurofuzzy models, Neural networks

4.

Oil Price Forecastability and Economic Uncertainty

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 298
Number of pages: 12 Posted: 06 Apr 2015
Stelios Bekiros, Rangan Gupta and Alessia Paccagnini
European University Institute - Economics Department (ECO), University of Pretoria - Department of Economics and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 86 (285,623)

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Oil prices, economic policy uncertainty, forecasting

5.

Policy-Oriented Macroeconomic Forecasting With Hybrid DSGE and Time-Varying Parameter VAR Models

University of Milan Bicocca Department of Economics, Management, and Statistics Working Paper No. 236
Number of pages: 26 Posted: 02 Jul 2013
Stelios Bekiros and Alessia Paccagnini
European University Institute - Economics Department (ECO) and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 86 (285,623)

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model validation, forecasting, Factor Augmented DSGE, time-varying parameter VAR, DGSE-VAR, Bayesian analysis

6.

Money Supply and Inflation Dynamics in the Asia-Pacific Economies: A Time-Frequency Approach

Studies in Nonlinear Dynamics and Econometrics, Vol. 21, No. 3, Apr 2017
Number of pages: 12 Posted: 25 Jul 2017 Last Revised: 15 Sep 2017
European University Institute - Economics Department (ECO), Independent, Linkoping University - Department of Management and Engineering Division and Harvard University
Downloads 45 (396,652)

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Monetary Policy, Wavelet Analysis, Nonlinear Causality

7.

Pitfalls in Cross‐Section Studies with Integrated Regressors: A Survey and New Developments

Journal of Economic Surveys, Vol. 32, Issue 4, pp. 1045-1073, 2018
Number of pages: 29 Posted: 20 Aug 2018
Stelios Bekiros, Bo Sjö and Richard J. Sweeney
European University Institute - Economics Department (ECO), Linkoping University and Georgetown University - Department of Finance
Downloads 1 (633,452)
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Categorical variables, Stock appreciation, Survey, Unbalanced regressions, Unit roots

8.

Multivariate Dependence Risk and Portfolio Optimization: An Application to Mining Stock Portfolios

Resources Policy 46 (2015) 1–11
Posted: 30 May 2016
European University Institute - Economics Department (ECO), Tecnologico de Monterrey (ITESM), Montpellier Business School and IPAG Business School

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Mining stocks, Vine copulas, Risk measures, Tail dependence, Portfolio optimization