Browsing All of EconStor by Author Pittis, Nikitas
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2004 | The BDS test as a test for the adequacy of a GARCH (1,1) specification: A Monte Carlo study | Caporale, Guglielmo Maria; Ntantamis, Christos; Pantelidis, Theologos; Pittis, Nikitas |
2004 | Parameter instability and forecasting performance: A Monte Carlo study | Anyfantakis, Costas; Caporale, Guglielmo M.; Pittis, Nikitas |
2004 | Robustness of the CUSUM and CUSUM-of-squares tests to serial correlation, endogeneity and lack of Structural invariance: Some Monte Carlo evidence | Caporale, Guglielmo Maria; Pittis, Nikitas |
2009 | Selectivity, Market Timing and the Morningstar Star-Rating System | Antypas, Antonios; Caporale, Guglielmo Maria; Kourogenis, Nikolaos; Pittis, Nikitas |
2009 | Selectivity, market timing and the Morningstar star-rating system | Antypas, Antonios; Caporale, Guglielmo Maria; Kourogenis, Nikolaos; Pittis, Nikitas |
2019 | Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification | Antypas, Antonios; Caporale, Guglielmo Maria; Kourogenis, Nikolaos; Pittis, Nikitas |