Concepedia

Marina Theodosiou

MT

Statistics

Publications

4

Citations

291

H-Index

4

Active since

2010

Affiliations

Imperial College London(Current)

Marina Theodosiou is an author at Imperial College London specializing in volatility analysis, forecasting methods, and stochastic volatility.

Publications per year

2010–2011

3

Publications

4

Forecasting monthly and quarterly time series using STL decomposition

Marina Theodosiou · International Journal of Forecasting · 2011 · 215 citations

, , +13

Disaggregation & aggregation of time series components: A hybrid forecasting approach using generalized regression neural networks and the theta method

Marina Theodosiou · Neurocomputing · 2010 · 43 citations

, , +16

A Comprehensive Comparison of Nonparametric Tests for Jumps in Asset Prices

Marina Theodosiou, Filip Žikeš · SSRN Electronic Journal · 2011 · 21 citations · Full text

, , +17

A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices

Marina Theodosiou, Filip Žikeš · RePEc: Research Papers in Economics · 12 citations

, , +17

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