Δημοσιεύσεις

Σε διεθνή περιοδικά:

Constantina Kottaridi and Dimitrios D. Thomakos, “Regulate Me Not: The Regulatory Failures of Taxation, A Tale from Greece”, Managerial and Decision Economics, 2018, forthcoming.

Dimitrios D. Thomakos and Rafael Yahlomi, “Dynamic Stop Loss Rules as Universal Performance Enhancers”, 2018, Investment Management and Financial Innovations, vol. 15, pp. 1-16.

Prasad Bhattacharya and Dimitrios D. Thomakos, “Robust Model Rankings of Forecasting Performance”, Journal of Forecasting, 2018, vol. 37, pp. 676-690.

S Zamani Mehreyan, A. Sayyareh and Dimitrios D. Thomakos, “Non-nested model selection based on the quantiles and its application in time series”, Communications in Statistics, Theory and Methods, 2017, available online.

George Papanastasopoulos and Dimitrios D. Thomakos, “Managerial Discretion, Net Operating Assets and the Cross-Section of Stock Returns: Evidence from European Countries”, Journal of International Financial Markets, Institutions and Money, 2017, vol. 47, pp. 188-210.

Fotis Papailias and Dimitrios D. Thomakos “EXSSA: SSA-Based Reconstruction of Time Series via Exponential Smoothing of Covariance Eigenvalues”, International Journal of Forecasting, 2017, vol. 33, pp. 214-229.

Fotis Papailias, Jiadong Liu and Dimitrios D. Thomakos “The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies”, Empirical Economics, 2017, vol. 52, pp. 252-280.

Shanti Chakravarti, Dimitrios D. Thomakos and Konstantinos Nikolopoulos “Growth, Deregulation and Rent Seeking in the post-war British Economy”, Applied Economics, 2016, vol. 48, pp. 1719-1729.

 Fotis Papailias and Dimitrios D. Thomakos “An Improved Moving Average Trading Rule”, Physica A, 2015, vol. 428, pp. 458-469.

 Dimitrios D. Thomakos and Konstantinos Nikolopoulos “Forecasting Multivariate Time Series with the Theta Method”, Journal of Forecasting, 2015, vol. 34, pp. 220-229.

Dimitrios D. Thomakos “Smoothing Non-Stationary Time Series with the Discrete Cosine Transform”, Journal of Systems Science and Complexity, 2016, vol. 29, pp. 329-404.

Panagiotis Schizas and Dimitrios D. Thomakos “Market Timing and Trading Strategies using Asset Rotation”, Quantitative Finance, 2015, vol. 15, pp. 285-298.

Fotis Papailias and Dimitrios D. Thomakos “Covariance Averaging for Improved Estimation and Portfolio Allocation”, Financial Markets and Portfolio Management, 2015, vol. 29, pp. 31-59.

Μονογραφίες και Συλλογικοί Τόμοι:

Forecasting with the Theta Method: Theory & Applications”, Nikolopoulos, K.I. and Thomakos, D. D., Wiley, 2019, forthcoming.

Financial Forecasting” (tentative title), J. B. Guerard and Dimitrios D. Thomakos, Peking University Press, 2019, forthcoming (in Chinese).

Taxation in Crisis: Tax Policy and the Quest for Economic Growth”, edited by Dimitrios D. Thomakos and Konstantinos I. Nikolopoulos, Palgrave MacMillan Studies in Banking and Finacial Institutions, 2017.

A Financial Crisis Manual: Reflections and the Road Ahead”, edited by Dimitrios D. Thomakos, Platon Monokroussos and Konstantinos I. Nikolopoulos, Palgrave MacMillan Studies in Banking and Financial Institutions, 2015.

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