Browsing Economics and Finance by Author "Kapetanios, G"
Now showing items 1-10 of 10
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CHOOSING BETWEEN PERSISTENT AND STATIONARY VOLATILITY
Chronopoulos, I; Giraitis, L; Kapetanios, G (2022) -
A comprehensive evaluation of macroeconomic forecasting methods
Carriero, A; Galvao, AB; Kapetanios, G (2019) -
Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market
Giraitis, L; Kapetanios, G; Wetherilt, A; Zikes, F (2016) -
ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS
Dendramis, Y; Giraitis, L; Kapetanios, G (2021) -
Hierarchical Time-Varying Estimation of Asset Pricing Models
Baillie, RT; Calonaci, F; Kapetanios, G (2022) -
Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models
Giraitis, L; Kapetanios, G; Yates, T (2018-03) -
Jumps in Option Prices and Their Determinants: Real-Time Evidence from the E-Mini S&P 500 Option Market
Kapetanios, G; Neumann, M; Skiadopoulos, GS -
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market
Kapetanios, G; Konstantinidi, E; Neumann, M; Skiadopoulos, G (2019) -
A time varying DSGE model with Financial frictions
GIRAITIS, L; Galvao, AB; Kapetanios, G; Petrova, K -
Time-varying instrumental variable estimation
Giraitis, L; Kapetanios, G; Marcellino, M (2021)