The following pages link to Elena Andreou (Q291845):
Displaying 14 items.
- Monitoring disruptions in financial markets (Q291846) (← links)
- Quality control for structural credit risk models (Q299230) (← links)
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- Regression models with mixed sampling frequencies (Q736674) (← links)
- Restoring monotone power in the CUSUM test (Q1934668) (← links)
- Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- Sampling Frequency and Window Length Trade-offs in Data-Driven Volatility Estimation: Appraising the Accuracy of Asymptotic Approximations (Q3571965) (← links)
- Structural Breaks in Financial Time Series (Q3646984) (← links)
- Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (Q4414344) (← links)
- (Q4450672) (← links)
- Should Macroeconomic Forecasters Use Daily Financial Data and How? (Q6666918) (← links)
- Comment (Q6666948) (← links)
