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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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