Publications



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Publisher:  Elsevier
Journal:  International Journal of Forecasting

Results 1-3 of 3 (Search time: 0.001 seconds).

Issue DateTitleAuthor(s)
11-Jul-2017Dependence in credit default swap and equity markets: Dynamic copula with Markov-switchingFei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena 
2Apr-2009On forecasting daily stock volatility: The role of intraday information and market conditionsFuertes, Ana Maria ; Izzeldin, Marwan ; Kalotychou, Elena 
3Jan-2007Optimal design of early warning systems for sovereign debt crisesFuertes, Ana Maria ; Kalotychou, Elena