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Degiannakis, Stavros and Xekalaki, Evdokia (2007): Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models. Published in: Applied Financial Economics No. 17 (2007): pp. 149-171.

Degiannakis, Stavros and Xekalaki, Evdokia (2007): Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes. Published in: Applied Financial Economics Letters No. 3 (2007): pp. 31-37.