Elena Andreou

Elena Andreou

University of Cyprus - Nicosia / Cyprus
Economics & Econometrics / Economics
AD Scientific Index ID: 1445997
Πανεπιστήμιο Κύπρου
person_outline Elena Andreou's MOST POPULAR ARTICLES
1-) Should macroeconomic forecasters use daily financial data and how?E Andreou, E Ghysels, A KourtellosJournal of Business & Economic Statistics 31 (2), 240-251, 20134502013
2-) Detecting multiple breaks in financial market volatility dynamicsE Andreou, E GhyselsJournal of Applied Econometrics 17 (5), 579-600, 20024472002
3-) Regression models with mixed sampling frequenciesE Andreou, E Ghysels, A KourtellosJournal of Econometrics 158 (2), 246-261, 20103712010
4-) Rolling-sample volatility estimators: some new theoretical, simulation and empirical resultsE Andreou, E GhyselsJournal of Business & Economic Statistics 20 (3), 363-376, 20022592002
5-) Forecasting with mixed-frequency dataE Andreou, E Ghysels, A Kourtellos1832011