.
Andreou, Elena's
Scholarly Papers
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column.
Aggregate Statistics
Total 3,006
Total Citations 94
1.
Andreou, Elena University of Cyprus - Department of Economics
Ghysels, Eric University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
31 Dec 07
Last Revised:
18 Sep 12
1,393(5,388)
5
Structural change, historical tests, sequential tests
2.
Andreou, Elena University of Cyprus - Department of Economics
Ghysels, Eric University of North Carolina (UNC) at Chapel Hill - Department of Economics
Kourtellos, Andros University of Cyprus - Department of Economics
367(38,390)
3
MIDAS Regressions, Macro Forecasting, Leads, Daily Financial Information, Daily Factors
3.
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results
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Andreou, Elena University of Cyprus - Department of Economics
Ghysels, Eric University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
21 Jun 02
Last Revised:
18 Sep 12
320(45,144)
36
Andreou, Elena University of Cyprus - Department of Economics
Ghysels, Eric University of North Carolina (UNC) at Chapel Hill - Department of Economics
0
Rolling sample estimators, quadratic variation, volatility, efficient filtering, continuous record asymptotics, high-frequency data
Andreou, Elena University of Cyprus - Department of Economics
Ghysels, Eric University of North Carolina (UNC) at Chapel Hill - Department of Economics
320
36
Rolling sample estimators, quadratic variation, volatility, efficient filtering, continuous record asymptotics, high-frequency data
4.
Andreou, Elena University of Cyprus - Department of Economics
Ghysels, Eric University of North Carolina (UNC) at Chapel Hill - Department of Economics
286(51,493)
36
change-point, break dates, ARCH, high-frequency data
5.
Andreou, Elena University of Cyprus - Department of Economics
Ghysels, Eric University of North Carolina (UNC) at Chapel Hill - Department of Economics
270(54,944)
2
Structural Change, Sequential Tests Merton Model
6.
Andreou, Elena University of Cyprus - Department of Economics
Ghysels, Eric University of North Carolina (UNC) at Chapel Hill - Department of Economics
149(99,550)
9
Structural change, CUSUM, GARCH, quadratic variation, power variation, high frequency data, Brownian bridge, boundary crossing, sequential tests, local power
7.
Is Volatility Good for Growth? Evidence from the G7
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Andreou, Elena University of Cyprus - Department of Economics
Pelloni, Alessandra affiliation not provided to SSRN
Sensier, Marianne University of Manchester
Posted:
03 Apr 08
Last Revised:
08 Jan 13
104(132,895)
1
Andreou, Elena University of Cyprus - Department of Economics
Pelloni, Alessandra University of Rome II, Department of Economics
Sensier, Marianne University of Manchester
37
1
growth uncertainty, learning-by-doing, monetary uncertainty, multivariate GARCH-in-mean, nominal rigidity
Andreou, Elena University of Cyprus - Department of Economics
Pelloni, Alessandra affiliation not provided to SSRN
Sensier, Marianne University of Manchester
67
1
growth uncertainty, learning-by-doing, monetary uncertainty, multivariate
8.
Andreou, Elena University of Cyprus - Department of Economics
Werker, Bas J. M. Tilburg University - Center for Economic Research (CentER)
70(170,968)
1
Asymptotic size, discretized estimators, goodness-of-fit tests, local asymptotic normality, rank statistics, structural break tests, temporal dependence tests, two-stage inference
9.
Andreou, Elena University of Cyprus - Department of Economics
Werker, Bas J. M. Tilburg University - Center for Economic Research (CentER)
47(207,954)
1
Statistics, estimation, testing
10.
Kasparis, Ioannis University of Cyprus - Department of Economics
Andreou, Elena University of Cyprus - Department of Economics
Phillips, Peter C. B. Yale University - Cowles Foundation
Functional regression, Nonparametric predictability test, Nonparametric regression, Stock returns, Predictive regression
11.
Andreou, Elena University of Cyprus - Department of Economics
Ghysels, Eric University of North Carolina (UNC) at Chapel Hill - Department of Economics
change-point tests, CUSUM, GARCH, high-frequency data, Kolmogorov-Smirnov, location-scale distribution family, power variation, quadratic variation
12.
Andreou, Elena University of Cyprus - Department of Economics
Ghysels, Eric University of North Carolina (UNC) at Chapel Hill - Department of Economics
Kourtellos, Andros University of Cyprus - Department of Economics
MIDAS regressions
13.
Andreou, Elena University of Cyprus - Department of Economics
Osborn, Denise R. University of Manchester - School of Social Sciences
Sensier, Marianne University of Manchester
