Access Statistics for Stelios Bekiros

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network	1	4	20	31	4	11	45	83
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models	1	5	25	27	3	15	60	78
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing	3	4	25	31	6	13	65	90
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality	14	23	80	135	28	70	238	388
Total Working Papers	19	36	150	224	41	109	408	639

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A neurofuzzy model for stock market trading	1	6	24	131	2	12	60	328
A robust algorithm for parameter estimation in smooth transition autoregressive models	2	4	11	11	4	12	28	28
Direction-of-change forecasting using a volatility-based recurrent neural network	0	3	15	18	5	14	38	43
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance	5	9	20	68	7	14	31	148
Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus	2	3	11	26	3	4	32	79
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index	0	2	13	15	0	5	27	35
The extreme-value dependence of Asia-Pacific equity markets	1	1	8	11	1	4	20	28
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing	0	2	6	6	4	12	29	29
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality	5	11	46	49	10	29	133	145
Total Journal Articles	16	41	154	335	36	106	398	863

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage for services based on the RePEc data set.

LogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-11-04