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Restoring monotone power in the CUSUM test
Andreou, Elena - In: Economics letters 98 (2008) 1, pp. 48-58
Persistent link: https://www.econbiz.de/10003623894
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On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena - 2016
Persistent link: https://www.econbiz.de/10011548192
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On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena - 2016
Persistent link: https://www.econbiz.de/10011521697
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Cyprus economy in the last three decades (1960 - 94) : an applied econometric approach
Andreou, Elena - In: The development of the Cypriot economy : from the …, (pp. 231-248). 1996
Persistent link: https://www.econbiz.de/10001298764
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On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena - In: Journal of econometrics 193 (2016) 2, pp. 367-389
Persistent link: https://www.econbiz.de/10011704955
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Is volatility good for growth? : evidence from the G7
Andreou, Elena (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003638467
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Quality control for structural credit risk models
Andreou, Elena; Ghysels, Eric - In: Journal of econometrics 146 (2008) 2, pp. 364-375
Persistent link: https://www.econbiz.de/10003783002
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An alternative asymptotic analysis of residual-based statistics
Andreou, Elena (contributor); Werker, Bas J. M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002117914
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Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena; Ghysels, Eric - 2006
Persistent link: https://www.econbiz.de/10003331375
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Structural breaks in financial time series
Andreou, Elena; Ghysels, Eric - In: Handbook of financial time series, (pp. 839-870). 2009
Persistent link: https://www.econbiz.de/10003834237