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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
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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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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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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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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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Unveiling the ECB's monetary policy behaviour under different inflation regimes
Kazanas, Thanassis; Tzavalis, Elias - In: Economica 82 (2015) 328, pp. 912-937
Persistent link: https://www.econbiz.de/10011392203
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Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis; Spungin, Giles E.; Tzavalis, Elias - In: Journal of forecasting 33 (2014) 7, pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
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Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos; Dendramis, Yiannis; Tzavalis, Elias - In: Journal of empirical finance 28 (2014), pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
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Level shifts in stock returns driven by large shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of empirical finance 29 (2014), pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
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Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects
Argyropoulos, Efthymios; Tzavalis, Elias - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 49-70
Persistent link: https://www.econbiz.de/10011311197