Directory Home
Researchers
Departments
Publications
Projects
Activities
Datasets
Home
>
Research
> Browse
Research
Research at Lancaster
Researchers
Departments & Centres
Publications & Outputs
Projects
Activities
Datasets
Results for Model averaging
Publications & Outputs
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
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