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A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models
Meligkotsidou, Loukia (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153105
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Recovering risk neutral densities from option prices : a new approach
Rompolis, Leonidas S.; Tzavalis, Elias - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1037-1053
Persistent link: https://www.econbiz.de/10003811375
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Modeling structural breaks in economic relationships using large shocks
Kapetanios, George; Tzavalis, Elias - In: Journal of economic dynamics & control 34 (2010) 3, pp. 417-436
Persistent link: https://www.econbiz.de/10003966451
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Risk premium effects on implied volatility regressions
Rompolis, Leonidas S.; Tzavalis, Elias - In: The journal of financial research 33 (2010) 2, pp. 125-151
Persistent link: https://www.econbiz.de/10003987976
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A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
Meligkotsidou, Loukia; Tzavalis, Elias; Vrontos, Ioannis D. - In: Econometric reviews 30 (2011) 2, pp. 208-249
Persistent link: https://www.econbiz.de/10008990443
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Testing for unit roots in short dynamic panels with serially correlated and heteroscedastic disturbance terms
Kruiniger, Hugo; Tzavalis, Elias - 2002
Persistent link: https://www.econbiz.de/10001689974
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A re-examination of the regional expectations hypothesis of the term structure : reconciling the evidence from long-run and short-run tests
Tzavalis, Elias; Wickens, Michael R. - In: International journal of finance & economics : IJFE 3 (1998) 3, pp. 229-239
Persistent link: https://www.econbiz.de/10001434205
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
Phillips, Garry D. A. (ed.); Tzavalis, Elias (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003377511
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Stochastic volatility driven by large shocks
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003370484
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Nonlinear modelling of autoregressive structural breaks in a US diffusion index dataset
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808239