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Items where Author is "Kapetanios, G"

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Kapetanios, G and Mitchell, J and Price, S and Fawcett, N (2015) 'Generalised density forecast combinations.' Journal of Econometrics, 188 (1). 150 - 165. ISSN 0304-4076


Kapetanios, G and Price, SG and Young, G (2017) A UK financial conditions index using targeted data reduction: forecasting and structural identification. Working Paper. Essex Finance Centre Working Papers, Colchester.

Kapetanios, G and Cipollini, Andrea (2009) A stochastic variance factor model for large datasets and an application to S&P data. Working Paper. Finance Discussion Papers, Colchester.

This list was generated on Wed Sep 23 04:49:32 2020 BST.