Constantinos Kourouyiannis
Personal Details
First Name: | Constantinos |
Middle Name: | |
Last Name: | Kourouyiannis |
Suffix: | |
RePEc Short-ID: | pko523 |
[This author has chosen not to make the email address public] | |
Affiliation
Department of Economics
Faculty of Economics and Management
University of Cyprus
Nicosia, Cyprushttp://www.econ.ucy.ac.cy/
RePEc:edi:deucycy (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Elena Andreou & Eric Ghysels & Constantinos Kourouyiannis, 2012. "Robust volatility forecasts in the presence of structural breaks," University of Cyprus Working Papers in Economics 08-2012, University of Cyprus Department of Economics.
- Elena Andreou & Constantinos Kourouyiannis & Andros Kourtellos, 2012. "Volatility Forecast Combinations using Asymmetric Loss Functions," University of Cyprus Working Papers in Economics 07-2012, University of Cyprus Department of Economics.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Elena Andreou & Eric Ghysels & Constantinos Kourouyiannis, 2012.
"Robust volatility forecasts in the presence of structural breaks,"
University of Cyprus Working Papers in Economics
08-2012, University of Cyprus Department of Economics.
Cited by:
- Davide De Gaetano, 2018. "Forecast Combinations in the Presence of Structural Breaks: Evidence from U.S. Equity Markets," Mathematics, MDPI, vol. 6(3), pages 1-19, March.
- Davide De Gaetano, 2016. "Forecast Combinations For Realized Volatility In Presence Of Structural Breaks," Departmental Working Papers of Economics - University 'Roma Tre' 0208, Department of Economics - University Roma Tre.
- Elena Andreou & Constantinos Kourouyiannis & Andros Kourtellos, 2012.
"Volatility Forecast Combinations using Asymmetric Loss Functions,"
University of Cyprus Working Papers in Economics
07-2012, University of Cyprus Department of Economics.
Cited by:
- Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2016. "A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss," Resources Policy, Elsevier, vol. 47(C), pages 95-107.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (2) 2012-06-25 2012-06-25
- NEP-ETS: Econometric Time Series (2) 2012-06-25 2012-06-25
- NEP-FOR: Forecasting (2) 2012-06-25 2012-06-25
- NEP-FMK: Financial Markets (1) 2012-06-25
- NEP-RMG: Risk Management (1) 2012-06-25
Corrections
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