Elena Andreou

Available identifiers

Publication	Date of Publication	Type
Should Macroeconomic Forecasters Use Daily Financial Data and How?	2025-01-20	Paper
Comment	2025-01-20	Paper
Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors	2021-02-04	Paper
Regression models with mixed sampling frequencies	2016-08-04	Paper
On the use of high frequency measures of volatility in MIDAS regressions	2016-07-12	Paper
Quality control for structural credit risk models	2016-06-22	Paper
Monitoring disruptions in financial markets	2016-06-10	Paper
Residual-based rank specification tests for AR-GARCH type models	2015-05-06	Paper
Nonparametric predictive regression	2015-05-06	Paper
Restoring monotone power in the CUSUM test	2013-01-29	Paper
Sampling frequency and window length trade-offs in data-driven volatility estimation: appraising the accuracy of asymptotic approximations	2010-06-30	Paper
Structural Breaks in Financial Time Series	2009-11-27	Paper
https://portal.mardi4nfdi.de/entity/Q4450672	2004-02-15	Paper
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity	2003-07-24	Paper

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