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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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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
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Detection of structural breaks in linear dynamic panel data models
Wachter, Stefan de (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920683
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Is the currency risk priced in equity markets?
Giurda, Francesco (contributor); Tzavalis, Elias (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385
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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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Option pricing with a dividend general equilibrium model
Chourdakis, Kyriakos M.; Tzavalis, Elias - 2000
Persistent link: https://www.econbiz.de/10001540194
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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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Inflation and exchange rate regimes in Mexico
Li, Carmen A.; Philippopulos, Apostolēs; Tzavalis, Elias - In: Review of development economics 4 (2000) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10001469134
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The persistence in volatility of the US term premium : 1970 - 1986
Tzavalis, Elias - In: Economics letters 49 (1995) 4, pp. 381-389
Persistent link: https://www.econbiz.de/10001190457
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The influence of VAR dimensions on estimator biases
Abadir, Karim Maher; Hadri, Kaddour; Tzavalis, Elias - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 1, pp. 163-181
Persistent link: https://www.econbiz.de/10001256083