The Econometrics Of Financial Markets
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- Eleni Constantinou & Robert Georgiades & Avo Kazandjian & Georgios P. Kouretas, 2006.
"Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 11(4), pages 371-383.
- Georgios Kouretas & Eleni Constantinou & Robert Georgiades & Avo Kazandjian, 2005. "Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns," Money Macro and Finance (MMF) Research Group Conference 2005 46, Money Macro and Finance Research Group.
- Chueh-Yung Tsao, 2010. "Portfolio selection based on the mean-VaR efficient frontier," Quantitative Finance, Taylor & Francis Journals, vol. 10(8), pages 931-945.
- Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005. "Regime Switching and Artificial Neural Network Forecasting," Working Papers 0502, University of Crete, Department of Economics.
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