Browsing by Author Pittis, N
Showing results 1 to 4 of 4
Issue Date | Title | Author(s) |
---|---|---|
2004 | The BDS test as a test for the adequacy of a GARCH(1,1) specification: a Monte Carlo study | Caporale, GM; Ntantamis, C; Pantelidis, T; Pittis, N |
2004 | The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study | Caporale, GM; Ntantamis, C; Pantelidis, T; Pittis, N |
12-Dec-2019 | Estimation of conditional asset pricing models with integrated variables in the beta specification | Antypas, A; Caporale, GM; Kourogenis, N; Pittis, N |
2009 | Selectivity, market timing and the morningstar star-rating system | Antypas, A; Caporale, GM; Kourogenis, N; Pittis, N |