Alexandros Leontitsis

University of Ioannina - Department of Education

Campus Psathaki

Ioannina, Epirus 48100

Greece

  • University of Ioannina - Department of Education

SCHOLARLY PAPERS

2

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91

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Scholarly Papers (2)

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1.

Nonlinear Noise Estimation in International Capital Markets

Multinational Finance Journal, Vol. 6, No. 1, p. 43-63, 2002
Number of pages: 21 Posted: 08 Jul 2015
Costas Siriopoulos and Alexandros Leontitsis
Zayed University, College of Business and University of Ioannina - Department of Education
Downloads 91 (565,153)

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chaos theory; local principal components analysis; noise estimation; nonlinear dynamics

2.

Exploring the Impact of Calendar Effects on the Dynamic Structure and Forecasts of Financial Time Series

International Journal of Theoretical and Applied Finance, Vol. 9, No. 1, 2006
Posted: 24 Jul 2007
Catherine Kyrtsou, Alexandros Leontitsis and Costas Siriopoulos
University of Macedonia - Department of Economics, University of Ioannina - Department of Education and Zayed University, College of Business

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Mackey-Glass-GARCH, Calendar Effects, Forecasting