Items where Author is "Raftapostolos, Aristeidis"

Article

Chronopoulos, Ilias and Chrysikou, Katerina and Kapetanios, George and Mitchell, James and Raftapostolos, Aristeidis (2026) Forecasting with Deep Pooled Panel Neural Networks. Econometric Reviews. pp. 1-31. DOI https://doi.org/10.1080/07474938.2026.2660660

Chronopoulos, Ilias and Raftapostolos, Aristeidis and Kapetanios, George (2023) Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression. Journal of Financial Econometrics, 22 (3). pp. 636-669. DOI https://doi.org/10.1093/jjfinec/nbad014

Monograph

Chronopoulos, Ilias and Raftapostolos, Aristeidis and Kapetanios, George (2023) Forecasting Value-at-Risk using deep neural network quantile regression. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)