Elena Andreou : Citation Profile


Are you Elena Andreou?

University of Cyprus (50% share)
University of Cyprus (50% share)

8

H index

8

i10 index

526

Citations

RESEARCH PRODUCTION:

12

Articles

19

Papers

RESEARCH ACTIVITY:

   12 years (2000 - 2012). See details.
   Cites by year: 43
   Journals where Elena Andreou has often published
   Relations with other researchers
   Recent citing documents: 82.    Total self citations: 10 (1.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan355
   Updated: 2019-10-15    RAS profile:    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Elena Andreou.

Is cited by:

Chevallier, Julien (15)

Sévi, Benoît (14)

Schumacher, Christian (14)

Bollerslev, Tim (11)

Götz, Thomas (11)

Marcellino, Massimiliano (11)

Hecq, Alain (10)

Shephard, Neil (9)

GUPTA, RANGAN (9)

Andersen, Torben (9)

Meddahi, Nour (9)

Cites to:

Ghysels, Eric (27)

Drost, Feike C. (18)

Engle, Robert (16)

Shephard, Neil (14)

Renault, Eric (14)

Bollerslev, Tim (13)

Harvey, Andrew (11)

Granger, Clive (11)

Diebold, Francis (10)

Barndorff-Nielsen, Ole (8)

Bai, Jushan (8)

Main data


Where Elena Andreou has published?


Journals with more than one article published# docs
Journal of Econometrics3

Working Papers Series with more than one paper published# docs
University of Cyprus Working Papers in Economics / University of Cyprus Department of Economics7

Recent works citing Elena Andreou (2018 and 2017)


YearTitle of citing document
2017MIDAS models in banking sector – systemic risk comparison. (2017). Mestel, Roland ; Gurgul, Henryk ; Syrek, Robert. In: Managerial Economics. RePEc:agh:journl:v:18:y:2017:i:2:p:165-181.

Full description at Econpapers || Download paper

2017Structural Change in (Economic) Time Series. (2017). Kleiber, Christian. In: Papers. RePEc:arx:papers:1702.06913.

Full description at Econpapers || Download paper

2018Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

Full description at Econpapers || Download paper

2019The Evolution of Security Prices Is Governed by a Physicomathematical Law. (2018). Tzara, Wally. In: Papers. RePEc:arx:papers:1807.10114.

Full description at Econpapers || Download paper

2019Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

Full description at Econpapers || Download paper

2017A Mixtured Localized Likelihood Method for GARCH Models with Multiple Change-points. (2017). Xing, Haipeng ; Zhou, Sichen ; Yuan, Hongsong . In: Review of Economics & Finance. RePEc:bap:journl:170204.

Full description at Econpapers || Download paper

2018Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9.

Full description at Econpapers || Download paper

2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

Full description at Econpapers || Download paper

2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

Full description at Econpapers || Download paper

2019Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data. (2019). Mikosch, Heiner ; Solanko, Laura. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:19-35.

Full description at Econpapers || Download paper

2018What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571.

Full description at Econpapers || Download paper

2018MIS†SPECIFICATION TESTING IN RETROSPECT. (2018). Spanos, Aris. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:541-577.

Full description at Econpapers || Download paper

2017Should we sample a time series more frequently?: decision support via multirate spectrum estimation. (2017). Nason, Guy P ; Smith, Paul A ; Elliott, Duncan ; Powell, Ben. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:353-407.

Full description at Econpapers || Download paper

2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

Full description at Econpapers || Download paper

2018Nowcasting Japanese GDPs. (2018). Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18.

Full description at Econpapers || Download paper

2017Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach.. (2017). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0025.

Full description at Econpapers || Download paper

2017Using debit card payments data for nowcasting Dutch household consumption. (2017). Cruijsen, Carin ; Bolt, Wilko ; van der Cruijsen, Carin ; Verbaan, Roy. In: DNB Working Papers. RePEc:dnb:dnbwpp:571.

Full description at Econpapers || Download paper

2018Mixed frequency models with MA components. (2018). Marcellino, Massimiliano ; Stevanovi, Dalibor ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20182206.

Full description at Econpapers || Download paper

2018Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng. In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:132-141.

Full description at Econpapers || Download paper

2019Detecting structural breaks in realized volatility. (2019). Baek, Changryong ; Song, Junmo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:134:y:2019:i:c:p:58-75.

Full description at Econpapers || Download paper

2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

Full description at Econpapers || Download paper

2017Forecasting Chinas GDP growth using dynamic factors and mixed-frequency data. (2017). Jiang, YU ; Zhang, Yihao ; Guo, Yongji . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:132-138.

Full description at Econpapers || Download paper

2018Stock market development and economic growth: Empirical evidence from China. (2018). Pan, Lei ; Mishra, Vinod. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:661-673.

Full description at Econpapers || Download paper

2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

Full description at Econpapers || Download paper

2018Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth. (2018). Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia ; Zhuo, Xingxuan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:221-236.

Full description at Econpapers || Download paper

2017Forecasting broad money velocity. (2017). Jung, Alexander. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:421-432.

Full description at Econpapers || Download paper

2018Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach. (2018). Motegi, Kaiji ; Sadahiro, Akira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:118-128.

Full description at Econpapers || Download paper

2019Did financial factors matter during the Great Recession?. (2019). Paccagnini, Alessia. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:26-30.

Full description at Econpapers || Download paper

2017Tests of equal accuracy for nested models with estimated factors. (2017). McCracken, Michael ; Goncalves, Silvia ; Perron, Benoit ; Gonalves, Silvia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:231-252.

Full description at Econpapers || Download paper

2018Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions. (2018). Quaedvlieg, Rogier ; Patton, Andrew J ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:71-91.

Full description at Econpapers || Download paper

2017Combined Lagrange multiplier test for ARCH in vector autoregressive models. (2017). Catani, P S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:62-84.

Full description at Econpapers || Download paper

2017On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Vrontos, Ioannis ; Meligkotsidou, Loukia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90.

Full description at Econpapers || Download paper

2018Simple robust tests for the specification of high-frequency predictors of a low-frequency series. (2018). Miller, J.. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:45-66.

Full description at Econpapers || Download paper

2019Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Ghysels, Eric ; Qian, Hang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16.

Full description at Econpapers || Download paper

2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

Full description at Econpapers || Download paper

2018Asymmetric responses in the timing, and magnitude, of changes in Australian monthly petrol prices to daily oil price changes. (2018). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:89-100.

Full description at Econpapers || Download paper

2018Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model. (2018). Pan, Zhiyuan ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:177-187.

Full description at Econpapers || Download paper

2018A Markov switching long memory model of crude oil price return volatility. (2018). Di Sanzo, Silvestro . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:351-359.

Full description at Econpapers || Download paper

2018Forecasting oil prices: High-frequency financial data are indeed useful. (2018). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:388-402.

Full description at Econpapers || Download paper

2019Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:192-201.

Full description at Econpapers || Download paper

2018Forecasting Chinas total energy demand and its structure using ADL-MIDAS model. (2018). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:420-429.

Full description at Econpapers || Download paper

2019Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors. (2019). Kang, Wanglin ; Zhao, Xin ; Ding, Lili ; Han, Meng. In: Energy. RePEc:eee:energy:v:171:y:2019:i:c:p:69-76.

Full description at Econpapers || Download paper

2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Marco, Chi Keung ; Yarovaya, Larisa ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

Full description at Econpapers || Download paper

2017A mixed frequency approach to the forecasting of private consumption with ATM/POS data. (2017). Rua, António ; Rodrigues, Paulo ; Duarte, Cláudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:61-75.

Full description at Econpapers || Download paper

2017Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.

Full description at Econpapers || Download paper

2017Model and survey estimates of the term structure of US macroeconomic uncertainty. (2017). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:591-604.

Full description at Econpapers || Download paper

2017Improving the power of the Diebold–Mariano–West test for least squares predictions. (2017). Mayer, Walter J ; Dang, Xin ; Liu, Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:618-626.

Full description at Econpapers || Download paper

2018Nowcasting with payments system data. (2018). Tkacz, Greg ; Galbraith, John W. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:366-376.

Full description at Econpapers || Download paper

2017Are correlations constant? Empirical and theoretical results on popular correlation models in finance. (2017). Füss, Roland ; Gluck, Thorsten ; Adams, Zeno ; Fuss, Roland ; ROLAND FSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:9-24.

Full description at Econpapers || Download paper

2017Monitoring multivariate time series. (2017). Hoga, Yannick. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:105-121.

Full description at Econpapers || Download paper

2017Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?. (2017). Strasser, Georg ; Vega, Clara ; Scotti, Chiara ; Gilbert, Thomas. In: Journal of Monetary Economics. RePEc:eee:moneco:v:92:y:2017:i:c:p:78-95.

Full description at Econpapers || Download paper

2017Frequency aspects of information transmission in a network of three western equity markets. (2017). Schmidbauer, Harald ; Uluceviz, Erhan ; Rosch, Angi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:933-946.

Full description at Econpapers || Download paper

2018Benchmarking liquidity proxies: The case of EU sovereign bonds. (2018). Monokroussos, George ; Langedijk, Sven ; Papanagiotou, Evangelia . In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:321-329.

Full description at Econpapers || Download paper

2017Oil price shocks and volatility spillovers in the Nigerian sovereign bond market. (2017). tule, moses ; Ndako, Umar ; Onipede, Samuel F. In: Review of Financial Economics. RePEc:eee:revfin:v:35:y:2017:i:c:p:57-65.

Full description at Econpapers || Download paper

2018Forecasting economic activity in sectors of the Cypriot economy. (2018). Pashourtidou, Nicoletta ; Karagiannakis, Charalampos ; Papamichael, Christos . In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:12:y:2018:i:2:p:24-66.

Full description at Econpapers || Download paper

2017COSMO: A new COre Structural MOdel for Ireland. (2017). Smith, Donal ; Morgenroth, Edgar ; Holland, Dawn ; Conroy, Niall ; Bergin, Adele ; Rodriguez, Abian Garcia ; McInerney, Niall ; Niall Mc Inerney, . In: Papers. RePEc:esr:wpaper:wp553.

Full description at Econpapers || Download paper

2017Mixed Sampling Panel Data Model for Regional Job Vacancies Forecasting. (2017). Jula, Dorin. In: Eco-Economics Review. RePEc:eub:ecoecr:v:1:y:2017:i:1:p:3-20.

Full description at Econpapers || Download paper

2017Mixed Sampling Panel Data Model for Regional Job Vacancies Forecasting. (2017). . In: Eco-Economics Review. RePEc:eub:ecoecr:v:3:y:2017:i:1:p:3-20.

Full description at Econpapers || Download paper

2017Forecasting and Analysing Corporate Tax Revenues in Sweden Using Bayesian VAR Models*. (2017). Solberger, Martin ; Spnberg, Erik ; Shahnazarian, Hovick. In: Finnish Economic Papers. RePEc:fep:journl:v:28:y:2017:i:1:p:50-74.

Full description at Econpapers || Download paper

2017Time-Varying Window Length for Correlation Forecasts. (2017). McCurdy, Tom ; Jeon, Yoontae . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:54-:d:122391.

Full description at Econpapers || Download paper

2018The Conductive and Predictive Effect of Oil Price Fluctuations on China’s Industry Development Based on Mixed-Frequency Data. (2018). Chai, Jian ; Su, Siping ; Chen, Xiaofeng ; Lai, Kin Keung ; Zhou, Xiaoyang ; Cao, Puju. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1372-:d:149403.

Full description at Econpapers || Download paper

2019Sources and Types of Big Data for Macroeconomic Forecasting. (2019). Me, Philip. In: Working Papers. RePEc:hae:wpaper:2019-3.

Full description at Econpapers || Download paper

2019Analysis of the stock market anomalies in the context of changing the information paradigm. (2019). Anashkina, Marina ; Yu, Elena ; Malyshenko, Vadim . In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:239-270.

Full description at Econpapers || Download paper

2017Mixed-frequency Drivers of Precious Metal Prices. (2017). Liberda, Matj. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065062007.

Full description at Econpapers || Download paper

2017Forecasting oil prices. (2017). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:77531.

Full description at Econpapers || Download paper

2017Forecasting Tourist Arrivals in Prague: Google Econometrics. (2017). Zeynalov, Ayaz. In: MPRA Paper. RePEc:pra:mprapa:83268.

Full description at Econpapers || Download paper

2018Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models. (2018). Barassi, Marco ; Zhao, Yuqian ; Horvath, Lajos. In: MPRA Paper. RePEc:pra:mprapa:87837.

Full description at Econpapers || Download paper

2018Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: MPRA Paper. RePEc:pra:mprapa:90205.

Full description at Econpapers || Download paper

2019Short-term forecasting of the US unemployment rate. (2019). Maas, Benedikt. In: MPRA Paper. RePEc:pra:mprapa:94066.

Full description at Econpapers || Download paper

2019Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Hassani, Hossein ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w201913.

Full description at Econpapers || Download paper

2019How useful are historical data for forecasting the long-run equity return distribution?. (2007). . In: Working Paper series. RePEc:rim:rimwps:19-07.

Full description at Econpapers || Download paper

2019Correlations and Turbulence of the European Markets. (2019). Brezeanu, Petre ; Diaconescu, Tiberiu ; Dinu, Sorin-Marius ; Andrei, Laurentiu Dumitru ; Anghelache, Constantin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:1:p:88-100.

Full description at Econpapers || Download paper

2019A novel spatial mixed frequency forecasting model with application to Chinese regional GDP. (2019). He, Guanjie ; Xiao, Zhi ; Dong, Jingrong ; Wang, Xianning. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:2:p:54-77.

Full description at Econpapers || Download paper

2017MACROECONOMIC FORECAST MODELS – CONCEPTS AND THEORETICAL NOTIONS. (2017). Lilea, Florin Paul Costel ; Marinescu, Andreeaioana ; Costel, Florin Paul . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:6:p:118-123.

Full description at Econpapers || Download paper

2018Sequential monitoring of portfolio betas. (2018). Golosnoy, Vasyl. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:2:d:10.1007_s00362-016-0783-6.

Full description at Econpapers || Download paper

2017Dating multiple change points in the correlation matrix. (2017). Wied, Dominik ; Galeano, Pedro . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0513-3.

Full description at Econpapers || Download paper

2018Nowcasting Annual Turkish GDP Growth with MIDAS. (2018). Gunay, Mahmut. In: CBT Research Notes in Economics. RePEc:tcb:econot:1810.

Full description at Econpapers || Download paper

2018Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?. (2018). Charfeddine, Lanouar ; Klein, Tony ; Walther, Thomas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:16.

Full description at Econpapers || Download paper

2017Density Forecasts With Midas Models. (2017). Ravazzolo, Francesco ; Foroni, Claudia ; Aastveit, Knut Are. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:32:y:2017:i:4:p:783-801.

Full description at Econpapers || Download paper

2018Large mixed-frequency VARs with a parsimonious time-varying parameter structure. (2018). Götz, Thomas ; Hauzenberger, Klemens ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:402018.

Full description at Econpapers || Download paper

2018Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: EconStor Preprints. RePEc:zbw:esprep:187420.

Full description at Econpapers || Download paper

Works by Elena Andreou:


YearTitleTypeCited
2002Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results. In: Journal of Business & Economic Statistics.
[Citation analysis]
article79
2000Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results.(2000) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 79
paper
2001 On Modelling Speculative Prices: The Empirical Literature. In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article4
2000A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle. In: Manchester School.
[Full Text][Citation analysis]
article24
2001Detecting Mutiple Breaks in Financial Market Volatility Dynamics In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper147
2002Detecting multiple breaks in financial market volatility dynamics.(2002) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 147
article
2001Detecting Multiple Breaks in Financial Market Volatility Dynamics.(2001) In: University of Cyprus Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 147
paper
2002Tests for Breaks in the Conditional Co-movements of Asset Returns In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper3
2003Test for Breaks in the Conditional Co-Movements of Asset Returns.(2003) In: University of Cyprus Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2004The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper11
2004The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests.(2004) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2004Monitoring for Disruptions in Financial Markets In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper2
2008Restoring monotone power in the CUSUM test In: Economics Letters.
[Full Text][Citation analysis]
article1
2006Monitoring disruptions in financial markets In: Journal of Econometrics.
[Full Text][Citation analysis]
article23
2008Quality control for structural credit risk models In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
2007Quality Control for Structural Credit Risk Models.(2007) In: University of Cyprus Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010Regression models with mixed sampling frequencies In: Journal of Econometrics.
[Full Text][Citation analysis]
article91
2007Regression Models with Mixed Sampling Frequencies.(2007) In: University of Cyprus Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91
paper
2003The effect of nominal shock uncertainty on output growth In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
paper1
2008Is Volatility Good for Growth? Evidence from the G7 In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
paper8
2008Is Volatility Good for Growth? Evidence from the G7.(2008) In: The School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2008Is Volatility Good for Growth? Evidence from the G7.(2008) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2008Is volatility good for growth? Evidence from the G7..(2008) In: wp.comunite.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2010Should Macroeconomic Forecasters Use Daily Financial Data and How? In: Working Paper series.
[Full Text][Citation analysis]
paper99
2010Should macroeconomic forecasters use daily financial data and how?.(2010) In: University of Cyprus Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
paper
2006Monotonic Power in tests for structural change in the mean based on orthonormal series filtering In: Computing in Economics and Finance 2006.
[Citation analysis]
paper0
2001The behaviour of stock returns and interest rates over the business cycle in the US and UK In: Applied Economics Letters.
[Full Text][Citation analysis]
article2
2003Statistical Adequacy and the Testing of Trend Versus Difference Stationarity In: Econometric Reviews.
[Full Text][Citation analysis]
article22
2012An Alternative Asymptotic Analysis of Residual-Based Statistics In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article2
2010An Alternative Asymptotic Analysis of Residual-Based Statistics.(2010) In: University of Cyprus Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Forecasting with mixed-frequency data In: University of Cyprus Working Papers in Economics.
[Full Text][Citation analysis]
paper6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team