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Research

Professor Mike Tsionas

Formerly at Lancaster University

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  1. 2019
  2. Published

    Revisiting shape and moderation effects in curvilinear models

    Assaf, A. G. & Tsionas, M. G., 2/12/2019, In: Tourism Management. 75, p. 216-230 15 p.

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

  3. Published

    Forecasting Realised Volatility Using ARFIMA and HAR Models

    Izzeldin, M., Hassan, M. K., Pappas, V. & Tsionas, M., 1/10/2019, In: Quantitative Finance. 19, 10, p. 1627-1638 12 p.

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

  4. Published

    Ordinal-response GARCH models for transaction data: A forecasting exercise

    Dimitrakopoulos, S. & Tsionas, M., 1/10/2019, In: International Journal of Forecasting. 35, 4, p. 1273-1287 15 p.

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

  5. Published

    On the estimation of total factor productivity: A novel Bayesian non-parametric approach

    Tsionas, M. G. & Polemis, M. L., 19/09/2019, In: European Journal of Operational Research. 277, 3, p. 886-902 17 p.

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

  6. Published

    A Regression Discontinuity Stochastic Frontier Model with an Application to Educational Attainment

    Johnes, G. & Tsionas, M., 1/09/2019, In: Stat. 8, 1, e242.

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

  7. Published

    Does efficiency help banks survive and thrive during financial crises?

    Assaf, A. G., Berger, A. N., Roman, R. A. & Tsionas, M. G., 1/09/2019, In: Journal of Banking and Finance. 106, p. 445-470 26 p.

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

  8. Published

    Quantitative research in tourism and hospitality: an agenda for best-practice recommendations

    Assaf, A. G. & Tsionas, M. G., 8/07/2019, In: International Journal of Contemporary Hospitality Management. 31, 7, p. 2776-2787 12 p.

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

  9. Published

    Multi-objective optimization using statistical models

    Tsionas, M. G., 1/07/2019, In: European Journal of Operational Research. 276, 1, p. 364-378 15 p.

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

  10. Published

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

    Hizmeri, R., Izzeldin, M., Murphy, A. & Tsionas, M., 1/05/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  11. Published

    A Bayesian semiparametric approach to stochastic frontiers and productivity

    Tsionas, M. G. & Mallick, S. K., 1/04/2019, In: European Journal of Operational Research. 274, 1, p. 391-402 12 p.

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

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