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Items where Author is "Meligkotsidou, Loukia"

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Article

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2021) 'Out-of-sample equity premium prediction: a complete subset quantile regression approach.' The European Journal of Finance, 27 (1-2). pp. 110-135. ISSN 1351-847X

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis and Vrontos, Spyridon D (2019) 'Quantile Forecast Combinations in Realised Volatility Prediction.' Journal of the Operational Research Society, 70 (10). pp. 1720-1733. ISSN 0160-5682

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2014) 'A Quantile Regression Approach to Equity Premium Prediction.' Journal of Forecasting, 33 (7). pp. 558-576. ISSN 0277-6693

Vrontos, Ioannis D and Meligkotsidou, Loukia and Vrontos, Spyridon D (2011) 'Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility.' Journal of Asset Management, 12 (4). pp. 292-307. ISSN 1470-8272

Meligkotsidou, Loukia and Vrontos, Ioannis D and Vrontos, Spyridon D (2009) 'Quantile regression analysis of hedge fund strategies.' Journal of Empirical Finance, 16 (2). pp. 264-279. ISSN 0927-5398

This list was generated on Fri Aug 19 18:40:43 2022 BST.