ΕΠΙΛΑΧΟΝΤΑ ΣΧΕ ΙΑ ΚΙΝΗΤΙΚΟΤΗΤΑΣ-ΕΠΑΓΓΕΛΜΑΤΙΕΣ ΤΗΣ ΕΠΑΓΓΕΛΜΑΤΙΚΗΣ ΕΚΠΑΙ ΕΥΣΗΣ ΚΑΙ ΚΑΤΑΡΤΙΣΗΣ ΤΗΛΕΦΩΝΑ - PDF Free Download
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
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PDF) Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model
José M. Bernardo: Valenciam
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Vrontos Ioannis | Athens University of Economics and Business
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Aspects of Bayesian model and variable selection using MCMC | Ioannis Ntzoufras - Academia.edu
Disentangling the effect of private and public cash flows on firm val…
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
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Calaméo - 237a
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PDF) Option returns and the cross-sectional predictability of implied volatility
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Bayesian measures of model complexity and fit - Spiegelhalter - 2002 - Journal of the Royal Statistical Society: Series B (Statistical Methodology) - Wiley Online Library
Why is the second moment (i.e., conditional variance) equation of GARCH family models deterministic?
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Disentangling the effect of private and public cash flows on firm val…
Disentangling the effect of private and public cash flows on firm val…
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