Eleftherios Giovanis

Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Business School

All Saints Campus

Manchester, M15 6BH

United Kingdom

Aydin Adnan Menderes University, Nazilli Faculty of Economics and Administrative Sciences

Assistant Professor

Nazilli IIBF

Sumer Kampusu

Aydin, Nazilli 09800

Turkey

  • Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

  • Aydin Adnan Menderes University, Nazilli Faculty of Economics and Administrative Sciences

SCHOLARLY PAPERS

99

DOWNLOADS
Rank 2,873

SSRN RANKINGS

Top 2,873

in Total Papers Downloads

13,440

SSRN CITATIONS
Rank 32,019

SSRN RANKINGS

Top 32,019

in Total Papers Citations

16

CROSSREF CITATIONS

6

Scholarly Papers (99)

Actions:
Email selected abstracts
1.

An Algorithm Using GARCH Process, Monte-Carlo Simulation and Wavelets Analysis for Stock Prediction

Number of pages: 8 Posted: 21 Sep 2008 Last Revised: 06 Dec 2009
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 1,423 (13,839)

Abstract:

Loading...

GARCH, wavelets, forecasting, Monte-Carlo, wavelet discrete transformation

2.

MATLAB Applications of Trading Rules and GARCH with Wavelets Analysis

Number of pages: 11 Posted: 15 Dec 2009
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 1,381 (14,487)

Abstract:

Loading...

MATLAB, moving average, MACD, trading rules, technical analysis, GARCH, wavelets, Monte-Carlo

3.

The Arbitrage Pricing Theory and the Capital Asset Pricing Models and Artificial Neural Networks Modeling with Particle Swarm Optimization (PSO)

Number of pages: 19 Posted: 02 Mar 2009
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 907 (27,096)
Citation 1

Abstract:

Loading...

Capital asset pricing model, Arbitrage pricing theory, ARCH, principal components, neural networks, particle swarm optimization algorithm

4.

The Turn-of-The-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model

Downloads 736 ( 36,230)

The Turn-of-The-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model

International Journal of Economic Sciences and Applied Research, 7(3), Forthcoming
Number of pages: 26 Posted: 12 Aug 2014 Last Revised: 07 Dec 2014
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 418 (73,959)
Citation 1

Abstract:

Loading...

Calendar Effects, GARCH, Periodic-GARCH, Stock Returns, Turn of the Month Effect

The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model

International Journal of Economic Sciences and Applied Research, 7 (3): 43-61
Number of pages: 19 Posted: 25 Mar 2015
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 318 (101,484)

Abstract:

Loading...

Calendar Effects, GARCH, Periodic-GARCH, Stock Returns, Turn of the Month Effect

5.

Applications of Neural Network Radial Basis Function in Economics and Financial Time Series

Number of pages: 20 Posted: 28 Aug 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 679 (40,390)
Citation 1

Abstract:

Loading...

Radial Basis Function, Neural Networks, Time-Series, Forecasting, Stock Returns, MATLAB, Error Backpropagation Algorithm

6.

The Month-of-The-Year Effect: Evidence from GARCH Models in Fifty Five Stock Markets

Aydın İktisat Fakültesi Dergisi, 1(1), 20-49, 2016
Number of pages: 20 Posted: 27 Apr 2010 Last Revised: 19 Mar 2017
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 555 (52,530)

Abstract:

Loading...

Seasonality, Stock Returns, Calendar Effects, Month of the Year Effect, Asymmetric GARCH Models, Asymmetry Tests, January Effect

7.

Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis

Number of pages: 23 Posted: 28 Aug 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 540 (54,398)
Citation 1

Abstract:

Loading...

LMS, Least Mean Square Algorithm, MATLAB, Time-Series, Stock Returns, Gross Domestic Product, Forecast

8.

Application of ARCH-GARCH Models and Feed-Forward Neural Networks with Bayesian Regularization in Capital Asset Pricing Model: The Case of Two Stocks in Athens Exchange Stock Market

Number of pages: 15 Posted: 10 Jan 2009
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 465 (65,610)
Citation 2

Abstract:

Loading...

CAPM- GARCH- feed forward neural networks and Bayesian regularization

9.

GARCH - Monte-Carlo Simulation Models with Wavelets Decomposition Algorithm for Stock Returns Prediction

International Journal of Computer Information Systems, Vol. 2, No. 3, 2011
Number of pages: 7 Posted: 17 Apr 2011 Last Revised: 29 Apr 2011
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 397 (79,272)

Abstract:

Loading...

Forecasting, MACD, MATLAB, Moving Average, Stock Returns, Random Walk

10.

Feed-Forward Neural Networks Regressions with Genetic Algorithms: Applications in Econometrics and Finance

Number of pages: 25 Posted: 28 Aug 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 396 (79,508)

Abstract:

Loading...

Feed-Forward Neural Networks, Genetic Algorithms, Time-Series, stock returns, inflation rate, gross domestic product, Forecasting, MATLAB

11.

Calendar Anomalies in Athens Exchange Stock Market - An Application of GARCH Models and the Neural Network Radial Basis Function

Number of pages: 22 Posted: 09 Sep 2008
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 374 (84,988)
Citation 1

Abstract:

Loading...

day of the week and month effect, recursive OLS and GARCH, Radial basis function, neural networks, bootstrap

12.

Sharpe's Asymmetric Beta Model with GARCH and Generalized Regression of Neural Networks

Number of pages: 26 Posted: 10 Jan 2009
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 366 (87,117)

Abstract:

Loading...

GARCH, recursive GARCH, asymmetric beta model, Generalized regression neural networks, bootstrap and random resampling

13.

Applications of Feed-Forward Neural Networks with Error Backpropagation Algorithm and Non-Linear Methods in MATLAB

Number of pages: 38 Posted: 28 Aug 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 320 (101,382)

Abstract:

Loading...

Feed-Forward Neural Networks, Error Backpropagation Algorithm, Non-Linear Methods, Time-Series, Inflation Rate, Treasury Bills, Forecast, MATLAB

14.

MATLAB Routines for Moving Median with Trend and Seasonality for Time Series Prediction

Number of pages: 16 Posted: 17 Dec 2009
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 313 (103,867)

Abstract:

Loading...

moving median, MATLAB

15.

ARIMA and Neural Networks: An Application to the Real GNP Growth Rate and the Unemployment Rate of U.S.A.

Number of pages: 18 Posted: 26 Mar 2009
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 309 (105,261)

Abstract:

Loading...

ARIMA, Radial basis function, Multilayer perceptron, Generalized regression neural networks, stationarity, unit root

16.

A Tutorial on Opinion Polls for Elections and Marketing Research Using Five Approaches: Logistic Regression, Discriminant Analysis, Neural Networks with Factor Analysis, Wavelets with Feed-Forward Multilayer Neural Networks and Neural Networks with Monte Carlo Batch Processor

Number of pages: 20 Posted: 09 Sep 2008
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 279 (117,463)

Abstract:

Loading...

Logit regression, Discriminant analysis, neural networks, wavelets, Monte Carlo, opinion polls

17.

MATLAB Routine for Bootstrapping Statistic Hypothesis for Calendar Effects in Stock Returns

Number of pages: 7 Posted: 17 Dec 2009
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 255 (129,092)

Abstract:

Loading...

calendar effects/anomalies, MATLAB, stock returns

18.

'Moving Median': A New Method of Forecasting

Economics Working Paper Archive
Number of pages: 63 Posted: 13 Nov 2005
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 242 (136,069)

Abstract:

Loading...

basic econometrics, moving average, moving median, forecasting, Arima, Armed-autoregressive moving median model

19.

Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB

Number of pages: 17 Posted: 27 Apr 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 228 (144,200)

Abstract:

Loading...

Stock Returns, Day of the Week Effect, Calendar Effects/Anomalies, GARCH Regression, Fuzzy Logic, Fuzzy Rules, Fuzzy Regression, Bootstrapping Regression, MATLAB

20.

Application of Adaptive Network-Based Fuzzy Inference System (ANFIS) with Genetic Algorithms in Crisis Periods Prediction

Number of pages: 16 Posted: 28 Aug 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 201 (162,428)

Abstract:

Loading...

ANFIS, Discrete Choice Models, Genetics Algorithms, Financial Crisis, US Economy

21.

Moving Median With Trend and Seasonality

Number of pages: 19 Posted: 08 Mar 2007 Last Revised: 15 Feb 2008
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 187 (173,538)
Citation 1

Abstract:

Loading...

basic econometrics, moving median, forecasting, trend, seasonality

22.

Bootstrap Simulations for Finance Portfolio

Number of pages: 7 Posted: 16 Dec 2009
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 185 (175,220)

Abstract:

Loading...

Keywords: Markowitz portfolio theory, bootstrap simulation, stocks, efficient frontier

23.

Health Expenditures in Greece: A Multiple Least Squares Regression and Cointegration Analysis Using Bootstrap Simulation in EVIEWS

Number of pages: 13 Posted: 18 Mar 2009 Last Revised: 24 May 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 181 (178,660)

Abstract:

Loading...

bootstrap, cointegration, regression, health expenditures, cluster

24.

Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization

Number of pages: 17 Posted: 28 Aug 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 174 (185,004)

Abstract:

Loading...

Smoothing Transition, Exponential, Logistic, Gaussian, Generalized Bell Function, Tangent Hyperbolic, Stock Returns, Unemployment Rate, Forecast, Genetic Algorithms, MATLAB

25.

Using Decision Trees for Prediction of US Economic Recessions

Number of pages: 29 Posted: 07 Dec 2012
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 158 (200,979)

Abstract:

Loading...

Decision Trees, Discrete choice models, Economic crisis, Economy of USA, Forecasting, Logit, Probit , Recessions

26.

A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods

Number of pages: 24 Posted: 28 Aug 2010 Last Revised: 31 Aug 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 157 (202,025)

Abstract:

Loading...

Financial Distress, ANFIS, Neuro-Fuzzy, Fuzzy Rules, Fuzzy Membership Functions, Triangle, Gaussian, MALTAB

27.

A Study of Panel Logit Model and Adaptive Neuro-Fuzzy Inference System in the Prediction of Financial Distress Periods

World Academy of Science, Engineering and Technology, Vol. 64, 2010
Number of pages: 7 Posted: 26 Sep 2010 Last Revised: 09 Nov 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 148 (212,178)

Abstract:

Loading...

ANFIS, Binary Logistic Regression, Financial Distress, Panel Data

28.

'Moving Median' - a Method of Autocorrelation Solution

Number of pages: 35 Posted: 14 Dec 2005
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 148 (212,178)

Abstract:

Loading...

Basic econometrics, moving median, autocorrelation solution, method of Durbin in two steps, repetitive method of Cochrane-Orcutt

29.

The Econometric Discrete Dependent Variable Multinomial Logit Model 'An Application on a Local Furniture Market Enterprise'

Number of pages: 28 Posted: 15 Dec 2009
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 128 (239,478)

Abstract:

Loading...

discrete choice models, cluster analysis, principal components, furniture market, market research

30.

Estimation and Forecasting with Smoothing Transition Autoregressive Model: Evidence from Drachma-US Dollar Spot Exchange Rate

Number of pages: 8 Posted: 22 Mar 2009
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 124 (243,745)

Abstract:

Loading...

smoothing transition,spot exchange rate,forecasting

31.

Calendar Effects and Seasonality on Returns and Volatility

Number of pages: 27 Posted: 24 Jun 2014
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 113 (260,970)
Citation 2

Abstract:

Loading...

Bootstrapping, Calendar Effects, Seasonality, Stock Returns, Volatility

32.

Application of Mean Propensity to Consumption and Interest Rate of Keynes Theory and the Application of Cobb-Douglas Model and Solow Theory in the Greek Rural Economy

Number of pages: 16 Posted: 14 Nov 2005
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 99 (285,954)

Abstract:

Loading...

basic econometrics, mean propensity to consumption, Cobb-Douglas model, Solow theory

33.

Application of Stationary Wavelet Support Vector Machines for the Prediction of UK Economic Recession and Expansion Periods

Number of pages: 36 Posted: 12 Jan 2013
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 94 (295,654)

Abstract:

Loading...

discrete choice models, economic crisis, economy of United Kingdom, Markov Switching Regime, Stationary Wavelets Transform, Support Vector Machines

34.

Relationship between Recycling Rate and Air Pollution: Evidence from Waste Management Municipality Survey in the State of Massachusetts

Number of pages: 34 Posted: 12 Aug 2014
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 91 (301,786)

Abstract:

Loading...

Air Pollution, Data, Municipality Survey, Recycling, Solid waste services, Stochastic Frontier Analysis

35.

Study of Discrete Choice Models and Artificial Intelligence Approaches in the Prediction of Economic Crises

International Journal of Computer Information Systems, Vol. 2, No. 3, 2011
Number of pages: 12 Posted: 17 Apr 2011 Last Revised: 29 Apr 2011
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 78 (331,469)

Abstract:

Loading...

Discrete choice models, Feed-Forward Neural Networks, Neuro-Fuzzy, Fuzzy rules, Membership functions, Financial crisis, US economy

36.

Neuro-Fuzzy Approach for the Predictions of Economic Crisis

Number of pages: 64 Posted: 28 Aug 2010 Last Revised: 31 Aug 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 77 (334,046)

Abstract:

Loading...

Economic Crisis, ANFIS, Neuro-Fuzzy, Fuzzy Rules, Triangle Function, Gaussian Function, Generalized Bell Function Forecasting, Discrete Choice Models, Logit, Probit, Economy of USA, MATLAB

37.

Ordinary Least Squares and Genetic Algorithms Optimization in Smoothing Transition Autoregressive (STAR) Models

International Journal of Computer Information Systems, Vol. 2, No. 3, 2011
Number of pages: 7 Posted: 17 Apr 2011 Last Revised: 29 Apr 2011
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 68 (357,960)

Abstract:

Loading...

Genetic Algorithms, MATLAB, Membership Functions, Smoothing Transition Autoregressive

38.

Do the Flexible Employment Arrangements Increase Job Satisfaction and the Loyalty of the Employees? An Evidence from Great Britain

Number of pages: 48 Posted: 07 Jan 2016
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 57 (391,220)

Abstract:

Loading...

Bayesian Networks, Directed Acyclic Graphs, Employee Loyalty, Employment Arrangements, Job Satisfaction, Teleworking, Workplace Employment Relations Survey

39.

Who Pays More: Public, Private, Both or None? The Effects of Health Insurance Schemes and Health Reforms on Out-of-Pocket and Catastrophic Health Expenditures in Turkey

Number of pages: 29 Posted: 28 May 2016 Last Revised: 04 Nov 2016
Eleftherios Giovanis and Oznur Ozdamar
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and Ayd?n Adnan Menderes University
Downloads 56 (394,555)

Abstract:

Loading...

Catastrophic Health Expenditures, Differences-in-Differences, Health Insurance Schemes, Health Reforms, Out-of-Pocket Expenditures, Propensity Score Matching, Pseudo-Panel, Turkey

40.

Econometric Analysis of O.U.T.A. - Organisation of Urban Transportations of Athens

Number of pages: 24 Posted: 28 Sep 2005
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 55 (397,888)

Abstract:

Loading...

basic econometrics, simultaneous equations, Koyck model

41.

The Hunting in the Province of Elassona

Number of pages: 36 Posted: 28 Sep 2005
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 54 (401,241)

Abstract:

Loading...

hunting, basic econometrics with dummy variables

42.

The Inflation in European Union

Number of pages: 9 Posted: 28 Sep 2005
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 51 (411,453)

Abstract:

Loading...

basic statistics and econometrics, forecasting

43.

The Effects of Teleworking on Housework Division and Well-Being of Couples

Number of pages: 33 Posted: 07 Jan 2016 Last Revised: 22 Nov 2016
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 50 (415,035)

Abstract:

Loading...

Gender Roles, Household Production, Teleworking, Well-Being

44.

A New Approach in the Examination on the Day-of-the Week Effect Using Fuzzy Rule Based Regressions

Number of pages: 21 Posted: 22 Jun 2014
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 50 (415,035)

Abstract:

Loading...

Calendar effects, Periodic-GARCH model, stock returns, Turn of the month effect

45.

Evaluation of Ozone Smog Alerts on Actual Ozone Concentrations: A Case Study in North Carolina

International Journal of Environmental Technology and Management, 18(5-6), pp. 465–477
Number of pages: 33 Posted: 03 Oct 2014 Last Revised: 11 Jan 2017
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 49 (418,665)

Abstract:

Loading...

Air Quality, Clean Air Works, Differences-in-Differences-in-Differences, Ozone concentrations, Regression Discontinuity Design, Smog alerts

46.

Additional Smoothing Transition Autoregressive Models

Number of pages: 21 Posted: 28 Aug 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 49 (418,665)

Abstract:

Loading...

Smoothing Transition, Exponential, Logistic, Gaussian, Generalized Bell Function, Tangent Hyperbolic, Stock Returns, Unemployment Rate, Forecast, MATLAB

47.

Flexible Employment Arrangements and Workplace Performance

Number of pages: 26 Posted: 07 Jan 2016
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 37 (466,538)

Abstract:

Loading...

Financial Performance, Labour Productivity, Propensity Score, Teleworking, Workplace Employment Relations Survey

48.

Application of Stationary Wavelet Support Vector Machines for the Prediction of Economic Recessions

International Journal of Mathematical Models and Methods in Applied Sciences, 3(7), 226-237, 2013
Number of pages: 12 Posted: 17 Nov 2014
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 36 (470,943)

Abstract:

Loading...

Discrete choice models, Stationary Wavelets Transform, Economic crisis, Markov Switching Regime, Support Vector Machines

49.

Do the Flexible Employment Arrangements Increase Job Satisfaction and Employee Loyalty? Evidence from Bayesian Networks and Instrumental Variables

International Journal of Computational Economics and Econometrics, Special Issue on: Coping with Uncertainty in Complex Socio-Economic Systems, 9(1/2), 84-115, 2019
Number of pages: 48 Posted: 30 Jun 2019 Last Revised: 01 Jul 2019
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 33 (484,717)

Abstract:

Loading...

BN, Bayesian networks, DAGs, directed acyclic graphs, employee loyalty, employment arrangements, flexible timing, job satisfaction, teleworking, WERS, workplace employment relations survey

50.

The Link between Health Condition Costs and Standard of Living Through Out-of-Pocket Health Expenditures and Labour Market Outcomes in Turkey: A Structural Equation Modelling

Number of pages: 41 Posted: 28 May 2016
Oznur Ozdamar and Eleftherios Giovanis
Ayd?n Adnan Menderes University and Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 32 (489,573)

Abstract:

Loading...

Disability Costs, Health Insurance, Standard of Living, Structural Equation Modelling, Transportation Expenditures

51.

Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA

Economic Analysis and Policy, Vol. 42, No. 1, pp. 79-96, 2012
Number of pages: 17 Posted: 04 Mar 2012 Last Revised: 11 May 2016
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 32 (489,573)

Abstract:

Loading...

Artificial Intelligence, Discrete Choice Models, Financial Crisis, Neuro-Fuzzy, US Economy

52.

Determinants of Total Factor Productivity: Evidence from US Compustat Firms and Triadic Patent Families

International Journal of Economics and Business Research, 10(3), 258-272, 2015
Number of pages: 23 Posted: 30 Jun 2019 Last Revised: 01 Jul 2019
Eleftherios Giovanis and Oznur Ozdamar
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and Ayd?n Adnan Menderes University
Downloads 24 (533,158)

Abstract:

Loading...

firm characteristics, industry characteristics, innovation knowledge, panel data, procyclical factors, countercyclical factors, relatedness measures, total factor productivity, TFP, USA, United States, triadic patents, technology diversification

53.

Accommodating Employees with Disabilities: The Role of Flexible Employment Schemes in Europe

Number of pages: 22 Posted: 24 Aug 2019
Eleftherios Giovanis and Oznur Ozdamar
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and Ayd?n Adnan Menderes University
Downloads 21 (551,530)

Abstract:

Loading...

Disability; European Working Conditions Survey; Flexible Employment Schemes; Flexi-Time; Health Conditions; Homework; Job Quality; Job Satisfaction; Teleworking; Wage Gap

54.

Determinants of Profitability: Evidence from US Firms

Number of pages: 32 Posted: 19 May 2015 Last Revised: 26 Jan 2020
Eleftherios Giovanis and Oznur Ozdamar
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and Ayd?n Adnan Menderes University
Downloads 20 (557,737)

Abstract:

Loading...

Econometrics, Patents, Profitability, Patents, Relatedness Measures, Triadic Families

55.

Calendar Effects in Fifty-Five Stock Market Indices

Global Journal of Finance and Management, Vol. 1, No. 2, 2009
Number of pages: 27 Posted: 23 Mar 2010 Last Revised: 01 Jul 2019
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 20 (557,737)
Citation 9

Abstract:

Loading...

Calendar Effects/Anomalies, Bootstrapping, Stock Returns

56.

Valuing the Effects of the Environmental Factors on Health Problems in Britain

Number of pages: 48 Posted: 17 Nov 2014 Last Revised: 26 Jan 2020
Oznur Ozdamar and Eleftherios Giovanis
Ayd?n Adnan Menderes University and Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 16 (582,935)

Abstract:

Loading...

Air pollution, Environmental valuation, Health Diseases

57.

Study of Discrete Choice Models and Fuzzy Rule Based Systems in the Prediction of Economic Crisis Periods in USA

Fuzzy Economic Review XIX, 1, 2014
Number of pages: 16 Posted: 07 Jan 2015 Last Revised: 29 Nov 2017
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 12 (609,568)

Abstract:

Loading...

crisis, discrete choice models, fuzzy rules, fuzzy regression, sigmoid membership function, Logit regression, Probit regression

58.

The Impact of Air and Noise Pollution on Health Status in Turkey: A Willingness to Pay Approach

Sosyoekonomi, 25(32), 213-238 (2017)
Number of pages: 26 Posted: 04 May 2018 Last Revised: 10 May 2018
Oznur Ozdamar and Eleftherios Giovanis
Ayd?n Adnan Menderes University and Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 11 (616,349)

Abstract:

Loading...

Air Pollution, Noise Pollution, Willingness to Pay, Health Status, Pseudo-Panel Data

59.

The Effect of Survivors’ Benefits on Poverty and Health Status of Widowed Women: A Turkish Case Study

Journal of Applied Economics and Business Research, 6(3), 232-250, 2016
Number of pages: 22 Posted: 01 Jul 2019
Oznur Ozdamar and Eleftherios Giovanis
Ayd?n Adnan Menderes University and Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 8 (636,754)
Citation 1

Abstract:

Loading...

Health status, Poverty, Structural equation modeling, Survivor benefits, Widowed mothers

60.

The Effects of the 2008 Health Reform on Out-of-Pocket Health Expenditures in Turkey

University Faculty of Economics & Administrative Sciences (Akdeniz İ.İ.B.F. Dergisi ), 36, 71-102, 2017
Number of pages: 32 Posted: 01 Jul 2019
Eleftherios Giovanis and Oznur Ozdamar
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and Ayd?n Adnan Menderes University
Downloads 8 (636,754)

Abstract:

Loading...

Difference-in-Difference Approach, Health Insurance Schemes, Health Reforms, Out-of-Pocket Expenditures, Propensity Score Matching Method, Pseudo-Panel Data, Turkey

61.

Being Healthy in Turkey: A Pseudo-Panel Data Analysis

Hacettepe Üniversity Journal of Economics and Administrative Science, 35(1), 89-110, 2017
Number of pages: 22 Posted: 30 Jun 2019
Oznur Ozdamar and Eleftherios Giovanis
Ayd?n Adnan Menderes University and Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 8 (636,754)

Abstract:

Loading...

Health status, pseudo-panel, socioeconomic status, indoor air pollution

62.

Youth Multidimensional Poverty and Its Dynamics: Evidence From Selected Countries in the MENA Region

Economic Research Forum (ERF), Working Paper No. 1339
Number of pages: 41 Posted: 12 May 2020
Oznur Ozdamar and Eleftherios Giovanis
Ayd?n Adnan Menderes University and Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 7 (650,658)

Abstract:

Loading...

Alkire-Foster method; MENA region; Multidimensional poverty; Non-monetary poverty

63.

Regional Employment Support Programmes And Multidimensional Poverty of Youth in Turkey

Economic Research Forum (ERF), Working Paper No. 1338
Number of pages: 33 Posted: 12 May 2020
Eleftherios Giovanis and Oznur Ozdamar
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and Ayd?n Adnan Menderes University
Downloads 7 (650,658)

Abstract:

Loading...

Alkire-Foster method; Differences-in-Differences; Employment Support Programmes; Regional Investment Incentives Scheme; Multidimensional poverty; Propensity Score Matching

64.

The Nexus Between Business-Investment Climate and Firm Performance in The Middle East and North Africa (MENA) Region

The Economic Research Forum (ERF) Working Paper No. 1277, 2018
Number of pages: 37 Posted: 03 Jul 2019
Eleftherios Giovanis and Oznur Ozdamar
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and Ayd?n Adnan Menderes University
Downloads 7 (643,624)

Abstract:

Loading...

Business and Investment Climate, Economic Growth, Firm Performance, Governance, Institutions, MENA Region, Productivity

65.

Relationship Between Happiness and Income: Evidence from Panel Smoothing Transition Regression (PSTR) in Great Britain

International Journal of Happiness and Development, 2(4), 346 - 370, 2015
Number of pages: 35 Posted: 30 Jun 2019 Last Revised: 01 Jul 2019
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 7 (643,624)

Abstract:

Loading...

happiness, life satisfaction, household income, panel smoothing transition regression, PSTR models, UK, United Kingdom, British Household Panel Survey, BHPS, subjective well-being

66.

Health Status, Mental Health and Air Quality: Evidence from Pensioners in Europe

Environmental Science and Pollution Research, March 2018, doi:10.1007/s11356-018-1534-0
Number of pages: 20 Posted: 04 May 2018
Eleftherios Giovanis and Oznur Ozdamar
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and Ayd?n Adnan Menderes University
Downloads 7 (643,624)

Abstract:

Loading...

Air Pollution, Early Retirements, Health Status, Old Age Pensions, Structural Equation Modelling

67.

The Effect of Unemployment Benefits on Health, Living Standards and Unemployment in Turkey: Evidence from Structural Equation Modelling and Regression Discontinuity Design

Number of pages: 29 Posted: 07 May 2020
Oznur Ozdamar, Eleftherios Giovanis and Burcu Özdaş
Ayd?n Adnan Menderes University, Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and affiliation not provided to SSRN
Downloads 6 (650,658)

Abstract:

Loading...

Health Status; Propensity Score Matching; Regression Discontinuity Design; Structural Equation Modelling; Unemployment Benefits

68.

Productivity and Resource Misallocation: Evidence From Firms in Middle East and North Africa (MENA) Region Countries

The Economic Research Forum (ERF) Working Paper No. 1266, 2018
Number of pages: 39 Posted: 03 Jul 2019
Eleftherios Giovanis and Oznur Ozdamar
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and Ayd?n Adnan Menderes University
Downloads 6 (650,658)

Abstract:

Loading...

Firm Level Data, Productivity, Resource Misallocation, State-Business Relations, World Bank Enterprise Surveys

69.

Worthy to Lose Some Money for Better Air Quality: Applications of Bayesian Networks on the Causal Effect of Income and Air Pollution on Life Satisfaction

Empirical Economics, DOI: 10.1007%2Fs00181-018-1509-5, 2018
Number of pages: 50 Posted: 03 Jul 2019
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 6 (650,658)

Abstract:

Loading...

Air quality, Bayesian networks, Causal inference, Directed acyclic graph, Environmental valuation, Life satisfaction

70.

The Relationship Between Flexible Employment Arrangements and Workplace Performance in Great Britain

Downloads 6 (650,658)
Citation 1

The Relationship Between Flexible Employment Arrangements and Workplace Performance in Great Britain

International Journal of Manpower, 39(1), 51-70, 2018
Number of pages: 30 Posted: 30 Jun 2019 Last Revised: 01 Jul 2019
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 6 (678,975)
Citation 1

Abstract:

Loading...

Financial performance, Teleworking, Labour productivity, Flexible employment, Workplace employment relations survey

The Relationship Between Flexible Employment Arrangements and Workplace Performance in Great Britain

International Journal of Manpower, 39(1), 2018, DOI:/abs/10.1108/IJM-04-2016-0083
Posted: 05 May 2018
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Financial Performance, Teleworking, Labour Productivity, Flexible Employment, Workplace Employment Relations Survey

71.

State Business Relations and The Dynamics of Job Flows in Egypt and Turkey

The Economic Research Forum (ERF) Working Paper No. 1271, 2018
Number of pages: 37 Posted: 03 Jul 2019
Eleftherios Giovanis and Oznur Ozdamar
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and Ayd?n Adnan Menderes University
Downloads 5 (657,664)

Abstract:

Loading...

Business Environment, Firm Level Data, Firm Growth, Job Creation, State- Business Relations

72.

The Causal Effects of Survivors’ Benefits on Health Status and Poverty of Widows in Turkey: Evidence from Bayesian Networks

Economic Analysis and Policy, 53, 46-61, 2017
Number of pages: 38 Posted: 30 Jun 2019 Last Revised: 01 Jul 2019
Oznur Ozdamar and Eleftherios Giovanis
Ayd?n Adnan Menderes University and Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 5 (657,664)
Citation 1

Abstract:

Loading...

Bayesian Networks, Directed Acyclic Graphs, Health status, Poverty, Survivor benefits

73.

The Relationship Between Teleworking, Traffic and Air Pollution

Atmospheric Pollution Research, 9(1), 1-14, 2018
Number of pages: 34 Posted: 30 Jun 2019 Last Revised: 01 Jul 2019
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 4 (664,740)

Abstract:

Loading...

Air quality, Fixed effects, Instrumental variables, Panel data,Teleworking, Traffic

74.

Structural Equation Modelling and the Causal Effect of Permanent Income on Life Satisfaction: The Case of Air Pollution Valuation in Switzerland

Journal of Economic Surveys, Vol. 30, Issue 3, pp. 430-459, 2016
Number of pages: 30 Posted: 09 Jun 2016
Eleftherios Giovanis and Oznur Ozdamar
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and Ayd?n Adnan Menderes University
Downloads 2 (681,967)
Citation 4
  • Add to Cart

Abstract:

Loading...

Air Quality, Causal Inference, Environmental Valuation, Life Satisfaction, Structural Equation Modelling

75.

A Collective Household Labour Supply Model with Disability: Evidence from Iraq

Journal of Family and Economic Issues, (2019), 40, 209-225
Posted: 03 Jul 2019
Eleftherios Giovanis and Oznur Ozdamar
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and Ayd?n Adnan Menderes University

Abstract:

Loading...

Collective model, Disability, Household behaviour, Labour supply, Sharing rule, Unitary model

76.

The Impact of Air Pollution on Health Problems in Britain

International Journal of Sustainable Economy, 8(2), pp. 163–186 (2016)
Posted: 05 May 2018
Eleftherios Giovanis and Oznur Ozdamar
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and Ayd?n Adnan Menderes University

Abstract:

Loading...

air pollution, British Household Panel Survey, BHPS, environmental valuation, health diseases, hospitalisation costs, UK, United Kingdom, air quality, skin conditions, allergies, chest pains, breathing problems, heart problems, ground-level ozone, carbon monoxide

77.

The Effects and Costs of Air Pollution on Health Status in Great Britain

International Journal of Sustainable Economies Management, vol. 5, issue 1, 52-67, 2016
Posted: 05 May 2018
Eleftherios Giovanis and Oznur Ozdamar
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business and Ayd?n Adnan Menderes University

Abstract:

Loading...

78.

Does Teleworking Affect Housework Division and Improve the Well-Being of Couples?

International Journal of Happiness and Development, 3(3), 256-282
Posted: 04 May 2018
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Gender Roles, Household Production, Telecommuting, Teleworking, Well-Being

79.

Are Women Happier When Their Spouse Is Teleworker?

Journal of Happiness Studies, 19(3),719–754
Posted: 04 May 2018
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Bayesian Networks, Directed Acyclic Graphs, Gender Roles, Household Production, Quality-of-Life, Teleworking

80.

The Causal Effects of Income Support and Housing Benefits on Mental Well‐Being: An Application of a Bayesian Network

Metroeconomica, Vol. 68, Issue 3, pp. 398-424, 2017
Number of pages: 27 Posted: 08 Jun 2017
Oznur Ozdamar and Eleftherios Giovanis
Ayd?n Adnan Menderes University and Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads 0 (712,278)
  • Add to Cart

Abstract:

Loading...

81.

Relationship between Recycling Rate and Air Pollution: Waste Management in the State of Massachusetts

Waste Management, 40, 192-203, 2015
Posted: 16 May 2015
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Municipality survey, Recycling, Solid waste services, Stochastic frontier analysis

82.

The Effect of Smog – Ozone Warnings and a Vanpool Program on Traffic Volume in York County of South Carolina

Environment and Planning B: Planning and Design, 42(2),195 – 220, (2015)
Posted: 07 Oct 2014 Last Revised: 09 May 2015
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

air quality, differences-in-differences, ground-level ozone, regression discontinuity, smog alerts, traffic

83.

Relationship between Well-Being and Recycling Rates: Evidence from Life Satisfaction Approach in Britain

Journal of Environmental Economics and Policy, 3(2), 201-214
Posted: 01 May 2014
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

air pollution, happiness, life satisfaction approach, recycling, subjective well-being

84.

Relationship between Recycling Rate and Air Pollution in Britain

The Empirical Economics Letters, 13(1)
Posted: 01 May 2014
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Air Pollution, Recycling, Solid waste, Stochastic Frontier Analysis

85.

Environmental Kuznets Curve: Evidence from the British Household Panel Survey

Economic Modelling, (2013), 30, 602-611
Posted: 07 Dec 2012 Last Revised: 02 Jul 2019
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Air pollution, Economic growth, Environmental quality, Environmental Kuznets curve, Logit

86.

Environmental Kuznets Curve and Air Pollution in City of London: Evidence from New Panel Smoothing Transition Regressions

International Journal of Pure and Applied Mathematics, 79(3): 393-404, 2012
Posted: 07 Dec 2012
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

air quality, air pollution, environmental Kuznets curve, environmental sustainability, income, smoothing transition functions

87.

Application of a Modified Generalized Regression Neural Networks Algorithm in Economics and Finance

International Journal of Advanced Research in Computer Science, Vol. 2, No. 2, 2011
Posted: 17 Apr 2011
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Autoregressive Moving Average, Forecasting, GARCH, Generalized Regression Neural Networks, MATLAB, Stock Returns

88.

Application of Adaptive Neuro-Fuzzy Inference System in Interest Rates Effects on Stock Returns

Indian Journal of Computer Science and Engineering, Vol. 2, No. 1, 2011
Posted: 27 Feb 2011
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

ANFIS, Interest rates, Stock returns

89.

A Study on the Day-of-The-Week Effect in Fifty Five Stock Markets: Evidence from Asymmetric GARCH Models

International Review of Business and Finance, Vol. 2, No. 2, 2010
Posted: 13 Oct 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Stock Returns, Day of the Week, GARCH, Asymmetric

90.

A Study of Neuro-Fuzzy Inference System for Gross Domestic Product Growth Forecasting

World Academy of Science, Engineering and Technology, Vol. 64, 2010
Posted: 13 Oct 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Autoregressive model, Forecasting, Gross Domestic Product, Neuro-Fuzzy

91.

Application of Feed-Forward Neural Networks Autoregressive Models in Gross Domestic Product Prediction

World Academy of Science, Engineering and Technology, Vol. 64, 2010
Posted: 27 Sep 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Autoregressive model, Error back-propagation Feed- Forward neural networks,, Gross Domestic Product

92.

Application of Feed-Forward Neural Networks Autoregressive Models with Genetic Algorithm in Gross Domestic Product Prediction

World Academy of Science, Engineering and Technology, Vol. 64, 2010
Posted: 27 Sep 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Autoregressive model, Feed-Forward neural networks, Genetic Algorithms, Gross Domestic Product

93.

Application of Adaptive Network-Based Fuzzy Inference System in Macroeconomic Variables Forecasting

World Academy of Science, Engineering and Technology, Vol. 64, 2010
Posted: 27 Sep 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Linear models, Macroeconomics, Neuro-Fuzzy, Non-Linear models

94.

Application of Adaptive Neuro-Fuzzy Inference System in Smoothing Transition Autoregressive Models

World Academy of Science, Engineering and Technology, Vol. 64, 2010
Posted: 27 Sep 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Forecasting, Neuro-Fuzzy, Smoothing transition, Time-series

95.

Proposal of Additional Fuzzy Membership Functions in Smoothing Transition Autoregressive Models

World Academy of Science, Engineering and Technology, Vol. 64, 2010
Posted: 27 Sep 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Forecast , Fuzzy Membership Functions, Smoothing Transition, Time-Series

96.

Application of Logit Model and Self-Organizing Maps (SOMs) for the Prediction of Financial Crisis Periods in US Economy

Journal of Financial Economic Policy, Vol. 2, No. 2, 2010
Posted: 20 Sep 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Binary logic, Error analysis, National economy, Neural net devices, Pattern recognition, United States of America

97.

Application of Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA

International Journal of Business and Economic Sciences, Vol. 2, No. 4, 2010
Posted: 20 Sep 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

ANFIS, discrete choice models, financial crisis, US economy

98.

Applications of Logit and Fuzzy Regressions for the Prediction of Economic Recessions in US Economy

International Review of Business and Finance, Vol. 2, No. 1, 2010
Posted: 20 Sep 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Fuzzy, Logit, US economy, Financial crisis

99.

Application of Feed-Forward Neural Networks Smoothing Transition Autoregressive Models in Stock Returns Forecasting

Journal of Computational Optimization in Economics and Finance, Vol. 2, No.1, 2010
Posted: 19 Sep 2010
Eleftherios Giovanis
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business

Abstract:

Loading...

Feed-Forward Neural Networks, Smoothing Transition Autoregressive Models, Stock Returns, Forecasting