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- Skintzi V. D. and Refenes A-P. N., "Volality
spillovers and dynamic correlation in European Bond Karkets", in Proc.,
International Bond & Debt Markets Integration Conference, Dublin, 31/05/2004.
- Skintzi V. D. and Refenes A-P. N. "Implied
Correlation Inxed: A new measure of Diversification", Journal of Futures
Markets, Submitetd August 2003, Accepted March (2004).
- Skintzi V. D., Skiadopoulos G, and Refenes
A-P. N. "The effect of misestimating correlation on Valua-At-Risk",
The Journal of Risk Finance, 73(1),Submitted July 2003, Accepted February
(2004).
- Carapeto M., Holt W., and Refenes A-P.
N. "On model complexity and selection", Journal of Statistical Computation
and Simulation, 73(1), pp. 45-47, (2003).
- Refenes A-P. N. Gonzalez F. and Burgess
A. N., "A principled Approach to Time Series Analysis with Neural networks:
An Application to Volatility Forecasting",. In Fiesler E., and Beale
R. (eds) Handbook of Neural Computation, Oxford University Press, (2002),
pp F3.3-42.
- Carapeto, M, W. Holt, Refenes, A-P.
N. "Adjusting R-squared for Degrees of Freedom in Regression Models",
Journal of Statistical Computation and Simulation, 2002.
- Zapranis, A.D., J. Utans, Refenes, A-P.
N. "Sampling Variability Estimation Schemes For Neural Models",Neural
Networks, 2002.
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