Research Repository

Items where Author is "Kapetanios, G"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article | Monograph
Number of items: 3.

Article

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

Monograph

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.