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book (4)

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2014 (1)

2013 (2)

1997 (1)

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Predicting the vix and the volatility risk premium: what's credit and commodity volatility risk got to do with it?
Authors: Andreou, Elena --- Ghysels, Eric
Year: 2014 Publisher: London Centre for economic policy research

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A VAR model for the monetary sector of the Cyprus economy
Authors: Spanos, Aris --- Andreou, Elena --- Syrichas, George
ISBN: 9963421032 Year: 1997 Publisher: Nicosia Bank of Cyprus

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Quantitative methods (economics) --- Money. Monetary policy --- Cyprus

Book

Residual-based rank specification tests for ar-garch type models.
Authors: Andreou, Elena --- Werker, Bas J. M.
Year: 2013 Publisher: London Centre For Economic Policy Research

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Nonparametric predictive regression.
Authors: Kasparis, Ioannis --- Andreou, Elena --- Phillips, P. C. B..
Year: 2013 Publisher: London Centre For Economic Policy Research

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