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Rejoinder to comment Doornik, Nielsen, and Rothenberg
Abadir, Karim Maher; Hadri, Kaddour; Tzavalis, Elias - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 385-386
Persistent link: https://www.econbiz.de/10001731138
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Is the currency risk priced in equity markets?
Giurda, Francesco (contributor); Tzavalis, Elias (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385
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On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.; Tzavalis, Elias - In: Econometric reviews 18 (1999) 4, pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
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Policy regime changes and the long-run sustainability of fiscal policy : an application to Greece
Makrydakis, Stelios; Tzavalis, Elias; Balfoussias, … - In: Economic modelling 16 (1999) 1, pp. 71-86
Persistent link: https://www.econbiz.de/10001426496
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Option pricing with a dividend general equilibrium model
Chourdakis, Kyriakos M.; Tzavalis, Elias - 2000
Persistent link: https://www.econbiz.de/10001540194
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Option pricing under discrete shifts in stock returns
Chourdakis, Kyriakos M.; Tzavalis, Elias - 2000
Persistent link: https://www.econbiz.de/10001540195
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Detection of structural breaks in linear dynamic panel data models
Wachter, Stefan de (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920683
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Pricing American options under stochastic volatility : a new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias (contributor); Wang, Shi-jun (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867455
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Testing for unit roots in dynamic panels in the presence of a deterministic trend : re-examing the unit root hypothesis for real stock prices and dividends
Harris, Richard D. F.; Tzavalis, Elias - In: Econometric reviews 23 (2004) 2, pp. 149-166
Persistent link: https://www.econbiz.de/10002131166
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The impact of large structural shocks onn economic relationships : evidence from oil price shocks
Kapetanios, George (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002403201