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Christos Ntantamis

This is information that was supplied by Christos Ntantamis in registering through RePEc. If you are Christos Ntantamis , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Christos
Middle Name:
Last Name:Ntantamis
Suffix:
RePEc Short-ID:pnt1
[This author has chosen not to make the email address public]
Sackville, Canada
http://www.mta.ca/faculty/socsci/economic/

: (506) 364-2204
(506) 364-2625
Sackville, New Brunswick, E08 3C0
RePEc:edi:demtaca (more details at EDIRC)
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  1. Christos Ntantamis, 2010. "Detecting Structural Breaks using Hidden Markov Models," CREATES Research Papers 2010-52, Department of Economics and Business Economics, Aarhus University.
  2. Christos Ntantamis, 2010. "A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns," CREATES Research Papers 2010-51, Department of Economics and Business Economics, Aarhus University.
  3. Christos Ntantamis, 2010. "Detecting Housing Submarkets using Unsupervised Learning of Finite Mixture Models," CREATES Research Papers 2010-53, Department of Economics and Business Economics, Aarhus University.
  4. Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004. "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Public Policy Discussion Papers 04-14, Economics and Finance Section, School of Social Sciences, Brunel University.
  1. Laurence Booth & Christos Ntantamis & Jun Zhou, 2015. "Financial Constraints, R&D Investment, and the Value of Cash Holdings," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 5(04), pages 1550011-01 .
  2. Ntantamis, Christos & Zhou, Jun, 2015. "Bull and bear markets in commodity prices and commodity stocks: Is there a relation?," Resources Policy, Elsevier, vol. 43(C), pages 61-81.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2004-10-21
  2. NEP-ECM: Econometrics (3) 2004-10-21 2010-09-11 2010-09-11. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2004-10-21 2010-09-11 2010-09-11. Author is listed
  4. NEP-FIN: Finance (1) 2004-10-21
  5. NEP-FMK: Financial Markets (1) 2010-09-11
  6. NEP-GEO: Economic Geography (1) 2010-09-11
  7. NEP-ORE: Operations Research (1) 2010-09-11
  8. NEP-URE: Urban & Real Estate Economics (1) 2010-09-11

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