Items where Author is "Meligkotsidou, Loukia"

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. DOI https://doi.org/10.1080/1351847x.2019.1647866

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. DOI https://doi.org/10.1080/01605682.2018.1489354

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. DOI https://doi.org/10.1002/for.2312

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. DOI https://doi.org/10.1057/jam.2011.23

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. DOI https://doi.org/10.1016/j.jempfin.2008.10.002