Stefanos Dimitrakopoulos

University of Leeds - Leeds University Business School (LUBS)

Leeds LS2 9JT

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

108

CITATIONS

0

Scholarly Papers (3)

1.

Bayesian Analysis of Moving Average Stochastic Volatility Models: Modelling in Mean Effects and Leverage for Financial Time Series

Number of pages: 28 Posted: 12 May 2017
Stefanos Dimitrakopoulos and Michalis Kolossiatis
University of Leeds - Leeds University Business School (LUBS) and University of Cyprus
Downloads 69 (327,799)

Abstract:

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in-mean effects, leverage, Markov chain Monte Carlo, moving average, stochastic volatility

2.

Ordinal-Response GARCH Models for Transaction Data: A Forecasting Exercise

Number of pages: 27 Posted: 28 Jul 2018
Stefanos Dimitrakopoulos and Efthymios G. Tsionas
University of Leeds - Leeds University Business School (LUBS) and Lancaster University
Downloads 23 (498,104)

Abstract:

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3.

RCAR and CHARMA Models Versus Stochastic Volatility Models: A Forecasting Analysis Using Macrofinancial Data

Number of pages: 35 Posted: 28 Jul 2018
Stefanos Dimitrakopoulos and Efthymios G. Tsionas
University of Leeds - Leeds University Business School (LUBS) and Lancaster University
Downloads 16 (538,334)

Abstract:

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