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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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[Rezension von: Lo, Andrew W., ...,, A non-random walk down Wall Street]
Tzavalis, Elias - In: Economica 69 (2002), pp. 179
Persistent link: https://www.econbiz.de/10001647456
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The term premium and the puzzles of the expectations hypothesis of the term structure
Tzavalis, Elias - In: Economic modelling 21 (2004) 1, pp. 73-93
Persistent link: https://www.econbiz.de/10001857852
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A common shift in real interest rates across countries
Tzavalis, Elias - In: Applied financial economics 9 (1999) 4, pp. 365-369
Persistent link: https://www.econbiz.de/10001454659
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The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias; Wickens, Michael R. - 1994
Persistent link: https://www.econbiz.de/10000895299
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Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series
Kapetanios, George; Tzavalis, Elias - In: Nonlinear time series analysis of business cycles, (pp. 175-198). 2006
Persistent link: https://www.econbiz.de/10003309355
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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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Cornish-Fisher size corrected t and F statistics for the linear regression model with heteroscedastic errors
Symeonides, Spyridon D.; Kandilorou, Helen; Tzavalis, Elias - In: The refinement of econometric estimation and test …, (pp. 173-204). 2007
Persistent link: https://www.econbiz.de/10003461869