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Elena Andreou
Elena Andreou
Professor, Department of Economics, University of Cyprus
Verified email at ucy.ac.cy
Title
Cited by
Cited by
Year
Should macroeconomic forecasters use daily financial data and how?
E Andreou, E Ghysels, A Kourtellos
Journal of Business & Economic Statistics 31 (2), 240-251, 2013
4692013
Detecting multiple breaks in financial market volatility dynamics
E Andreou, E Ghysels
Journal of applied Econometrics 17 (5), 579-600, 2002
4492002
Regression models with mixed sampling frequencies
E Andreou, E Ghysels, A Kourtellos
Journal of Econometrics 158 (2), 246-261, 2010
4342010
Rolling-sample volatility estimators: some new theoretical, simulation and empirical results
E Andreou, E Ghysels
Journal of Business & Economic Statistics 20 (3), 363-376, 2002
2562002
Forecasting with mixed-frequency data
E Andreou, E Ghysels, A Kourtellos
1842011
Structural breaks in financial time series
E Andreou, E Ghysels
Handbook of financial time series, 839-870, 2009
1462009
Stock and foreign exchange market linkages in emerging economies
E Andreou, M Matsi, A Savvides
Journal of International Financial Markets, Institutions and Money 27, 248-268, 2013
942013
Monitoring disruptions in financial markets
E Andreou, E Ghysels
Journal of Econometrics 135 (1-2), 77-124, 2006
852006
On modelling speculative prices: the empirical literature
E Andreou, N Pittis, A Spanos
Journal of economic surveys 15 (2), 187-220, 2001
772001
A comparison of the statistical properties of financial variables in the USA, UK and Germany over the business cycle
E Andreou, DR Osborn, M Sensier
The Manchester School 68 (4), 396-418, 2000
712000
Nonparametric predictive regression
I Kasparis, E Andreou, PCB Phillips
Journal of Econometrics 185 (2), 468-494, 2015
622015
Statistical adequacy and the testing of trend versus difference stationarity
E Andreou, A Spanos
Econometric Reviews 22 (3), 217-237, 2003
602003
Inference in group factor models with an application to mixed‐frequency data
E Andreou, P Gagliardini, E Ghysels, M Rubin
Econometrica 87 (4), 1267-1305, 2019
522019
Tests for breaks in the conditional co-movements of asset returns
E Andreou, E Ghysels
Statistica Sinica, 1045-1073, 2003
432003
The impact of sampling frequency and volatility estimators on change-point tests
E Andreou, E Ghysels
Journal of Financial Econometrics 2 (2), 290-318, 2004
402004
An alternative asymptotic analysis of residual-based statistics
E Andreou, BJM Werker
Review of Economics and Statistics 94 (1), 88-99, 2012
322012
On the use of high frequency measures of volatility in MIDAS regressions
E Andreou
Journal of econometrics 193 (2), 367-389, 2016
232016
Quality control for structural credit risk models
E Andreou, E Ghysels
Journal of Econometrics 146 (2), 364-375, 2008
202008
Inflation expectations and monetary policy surprises
S Eminidou, M Zachariadis, E Andreou
The Scandinavian Journal of Economics 122 (1), 306-339, 2020
17*2020
Multiple endocrine neoplasia 2 in Cyprus: evidence for a founder effect
P Fanis, N Skordis, S Frangos, G Christopoulos, E Spanou-Aristidou, ...
Journal of Endocrinological Investigation 41, 1149-1157, 2018
162018
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