Results for Model averaging

Publications & Outputs

1. The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

   Bu, R., Hizmeri, R., Izzeldin, M., Murphy, A. & Tsionas, M., 31/01/2023, In: Journal of Empirical Finance. 70, p. 144-164 21 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach

   Tsionas, M., Izzeldin, M., Henningsen, A. & Paravalos, E., 31/03/2022, In: Empirical Economics. 62, 3, p. 1345-1363 19 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review