Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Dikaios Tserkezos"'
Publikováno v:
International Journal of Economics and Financial Issues, Vol 14, Iss 6 (2024)
This study examines the dual impact of COVID-19 and structural market changes on the Greek stock market, specifically the Athens stock exchange (ASE). Quantitative data analysis, granger causality models, and Hsiao’s approach to granger causality w
Externí odkaz:
https://doaj.org/article/bfd1d205b9d04d248d5d0b9b1d9975d5
Publikováno v:
International Journal of Economics and Financial Issues, Vol 14, Iss 4 (2024)
This paper examines the effects of coronavirus disease 2019 (COVID-19) pandemic outbreak on the Cypriot Stock Exchange (CSE), which has encountered substantial turmoil. For this purpose, daily stock market returns were used over the period of Septemb
Externí odkaz:
https://doaj.org/article/dd11ddf919a34ab69e88de32a19c0e29
Publikováno v:
International Journal of Business and Economic Sciences Applied Research. 15:71-82
Purpose: Given the severity and the length of the crisis caused by the COVID-19 pandemic, information on the financial impact of the pandemic becomes useful to enterprises who wish to arm themselves with strategies and policies, designed to combat th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c8ed5b57d65855e01f1ae21c1245cd22
https://doi.org/10.25103/ijbesar.152.07
https://doi.org/10.25103/ijbesar.152.07
Autor:
Dikaios Tserkezos
Publikováno v:
Money, Trade and Finance ISBN: 9783030732189
A crucial aspect of empirical research is the stationarity properties of a time series. In this short chapter, we examine the effects of temporal aggregation on the power properties of the Augmented Dickey Fuller (ADF) stationarity test developed by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40f19a72744aa19a38b1a0e4360b28aa
https://doi.org/10.1007/978-3-030-73219-6_11
https://doi.org/10.1007/978-3-030-73219-6_11
Autor:
Fotios Symeonidis, Dikaios Tserkezos
Publikováno v:
International Journal of Decision Sciences, Risk and Management. 9:55
The aim of this paper is to analyse the Greek cow milk farm gate price, compare it with German and Irish prices and make an out of sample forecast for the year 2017. For this purpose, the milk price time series are modelled using the state space meth
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c2cb30f752b59c0936e89581bd937faf
https://doi.org/10.1504/ijdsrm.2020.10032377
https://doi.org/10.1504/ijdsrm.2020.10032377
Publikováno v:
Applied Stochastic Models and Data Analysis. 14:19-34
This paper examines the effects of temporal aggregation on the estimated time series properties of economic data. Theory predicts that temporal aggregation loses information about the underlying data processes. We derive low frequency, quarterly and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::76949980ba67db0bdaec5d185e6b3ed0
https://doi.org/10.1002/(sici)1099-0747(199803)14:1<19::aid-asm304>3.0.co
https://doi.org/10.1002/(sici)1099-0747(199803)14:1<19::aid-asm304>3.0.co