Details about Stelios Bekiros
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| Homepage: | http://mwpweb.eu/SteliosBekiros/
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| Workplace: | Athens University of Economics and Business (AUEB), (more information at EDIRC)
Department of Economics, European University Institute, (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)
Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business), Universiteit van Amsterdam (University of Amsterdam), (more information at EDIRC)
Afdeling Kwantitatieve Economie (Department of Quantitative Economics), Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business), Universiteit van Amsterdam (University of Amsterdam), (more information at EDIRC)
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Access statistics for papers by Stelios Bekiros.
Last updated 2013-05-02. Update your information in the RePEc Author Service.
Short-id: pbe357
Jump to Journal Articles
Working Papers
2013
- Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
Working Papers, University of Milano-Bicocca, Department of Economics 
2011
- Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics
Economics Working Papers, European University Institute
- Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs
ERSA conference papers, European Regional Science Association
- Nonlinear causality testing with stepwise multivariate filtering
Economics Working Papers, European University Institute
- The Multiscale Causal Dynamics of Foreign Exchange Markets
Economics Working Papers, European University Institute
2009
- Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models
CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
2007
- The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing
CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (1)
See also Journal Article in Journal of Macroeconomics (2008)
- The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality
CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (1)
See also Journal Article in Energy Economics (2008)
2006
- Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network
CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
See also Journal Article in Journal of Forecasting (2008)
- Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models
CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (1)
Journal Articles
2010
- Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets
European Journal of Operational Research, 2010, 202, (1), 285-293
- Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach
Journal of Economic Dynamics and Control, 2010, 34, (6), 1153-1170 View citations (1)
2009
- A robust algorithm for parameter estimation in smooth transition autoregressive models
Economics Letters, 2009, 103, (1), 36-38
2008
- Direction-of-change forecasting using a volatility-based recurrent neural network
Journal of Forecasting, 2008, 27, (5), 407-417 View citations (2)
See also Working Paper (2006)
- Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index
European Journal of Finance, 2008, 14, (5), 397-408 View citations (1)
- The extreme-value dependence of Asia-Pacific equity markets
Journal of Multinational Financial Management, 2008, 18, (3), 197-208 View citations (3)
- The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing
Journal of Macroeconomics, 2008, 30, (4), 1641-1650 View citations (2)
See also Working Paper (2007)
- The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality
Energy Economics, 2008, 30, (5), 2673-2685 View citations (15)
See also Working Paper (2007)
2007
- A neurofuzzy model for stock market trading
Applied Economics Letters, 2007, 14, (1), 53-57
- Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus
Applied Financial Economics, 2007, 18, (3), 239-254 View citations (2)
2005
- Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance
Journal of International Financial Markets, Institutions and Money, 2005, 15, (3), 209-228 View citations (4)
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