Narrow search
Showing 31 - 40 of 342
Cover Image
Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
De Wachter, Stefan; Tzavalis, Elias - In: Economics letters 88 (2005) 1, pp. 91-96
Persistent link: https://www.econbiz.de/10002880912
Cover Image
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
Cover Image
Forecasting inflation from the term structure
Tzavalis, Elias - In: Journal of empirical finance 3 (1996) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10001208677
Cover Image
Stochastic volatility driven by large shocks
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003370484
Cover Image
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
Cover Image
[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
Cover Image
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
Cover Image
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
Cover Image
Detection of structural breaks in linear dynamic panel data models
Wachter, Stefan de (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920683
Cover Image
Is the currency risk priced in equity markets?
Giurda, Francesco (contributor); Tzavalis, Elias (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385