Elena Andreou

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Should Macroeconomic Forecasters Use Daily Financial Data and How? Journal of Business and Economic Statistics	2025-01-20	Paper
Comment Journal of Business and Economic Statistics	2025-01-20	Paper
Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors Journal of Econometrics	2021-02-04	Paper
Regression models with mixed sampling frequencies Journal of Econometrics	2016-08-04	Paper
On the use of high frequency measures of volatility in MIDAS regressions Journal of Econometrics	2016-07-12	Paper
Quality control for structural credit risk models Journal of Econometrics	2016-06-22	Paper
Monitoring disruptions in financial markets Journal of Econometrics	2016-06-10	Paper
Residual-based rank specification tests for AR-GARCH type models Journal of Econometrics	2015-05-06	Paper
Nonparametric predictive regression Journal of Econometrics	2015-05-06	Paper
Restoring monotone power in the CUSUM test Economics Letters	2013-01-29	Paper
Sampling frequency and window length trade-offs in data-driven volatility estimation: appraising the accuracy of asymptotic approximations Advances in Econometrics	2010-06-30	Paper
Structural Breaks in Financial Time Series Handbook of Financial Time Series	2009-11-27	Paper
scientific article; zbMATH DE number 2042817 (Why is no real title available?)	2004-02-15	Paper
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity Econometric Reviews	2003-07-24	Paper

Research outcomes over time

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