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Elena Andreou

This is information that was supplied by Elena Andreou in registering through RePEc. If you are Elena Andreou , 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:Elena
Middle Name:
Last Name:Andreou
Suffix:
RePEc Short-ID:pan355
[This author has chosen not to make the email address public]
http://www.ucy.ac.cy/~ecelena.aspx
Nicosia, Cyprus
http://www.econ.ucy.ac.cy/

: +357-22892430
+357-22892432
P.O. Box 20537, CY-1678 Nicosia
RePEc:edi:deucycy (more details at EDIRC)
Nicosia, Cyprus
http://www.ucy.ac.cy/fem/

: +357-22-893610
+357-22-895032
P.O.Box 20537, CY - 1678 Nicosia
RePEc:edi:feucycy (more details at EDIRC)
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  1. Elena Andreou & Bas J.M. Werker, 2010. "An Alternative Asymptotic Analysis of Residual-Based Statistics," University of Cyprus Working Papers in Economics 08-2010, University of Cyprus Department of Economics.
  2. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
  3. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Forecasting with mixed-frequency data," University of Cyprus Working Papers in Economics 10-2010, University of Cyprus Department of Economics.
  4. Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008. "Is Volatility Good for Growth? Evidence from the G7," The School of Economics Discussion Paper Series 0804, Economics, The University of Manchester.
  5. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2007. "Regression Models with Mixed Sampling Frequencies," University of Cyprus Working Papers in Economics 8-2007, University of Cyprus Department of Economics.
  6. Elena Andreou & Eric Ghysels, 2007. "Quality Control for Structural Credit Risk Models," University of Cyprus Working Papers in Economics 3-2007, University of Cyprus Department of Economics.
  7. Elena Andreou, 2006. "Monotonic Power in tests for structural change in the mean based on orthonormal series filtering," Computing in Economics and Finance 2006 394, Society for Computational Economics.
  8. Elena Andreou & Eric Ghysels, 2004. "The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests," CIRANO Working Papers 2004s-25, CIRANO.
  9. Elena Andreou & Eric Ghysels, 2004. "Monitoring for Disruptions in Financial Markets," CIRANO Working Papers 2004s-26, CIRANO.
  10. Elena Andreou & Eric Ghysels, 2003. "Test for Breaks in the Conditional Co-Movements of Asset Returns," University of Cyprus Working Papers in Economics 3-2003, University of Cyprus Department of Economics.
  11. E Andreou & A Pelloni & M Sensier, 2003. "The effect of nominal shock uncertainty on output growth," Centre for Growth and Business Cycle Research Discussion Paper Series 40, Economics, The Univeristy of Manchester.
  12. Elena Andreou & Eric Ghysels, 2001. "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics 0202, University of Cyprus Department of Economics.
  13. Elena Andreou & Eric Ghysels, 2000. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers 2000s-19, CIRANO.

    repec:rim:rimwps:37-08 is not listed on IDEAS
  1. Elena Andreou & Bas J. M. Werker, 2012. "An Alternative Asymptotic Analysis of Residual-Based Statistics," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 88-99, February.
  2. Andreou, Elena & Ghysels, Eric & Kourtellos, Andros, 2010. "Regression models with mixed sampling frequencies," Journal of Econometrics, Elsevier, vol. 158(2), pages 246-261, October.
  3. Andreou, Elena, 2008. "Restoring monotone power in the CUSUM test," Economics Letters, Elsevier, vol. 98(1), pages 48-58, January.
  4. Andreou, Elena & Ghysels, Eric, 2008. "Quality control for structural credit risk models," Journal of Econometrics, Elsevier, vol. 146(2), pages 364-375, October.
  5. Andreou, Elena & Ghysels, Eric, 2006. "Monitoring disruptions in financial markets," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 77-124.
  6. Elena Andreou, 2004. "The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 2(2), pages 290-318.
  7. Elena Andreou & Aris Spanos, 2003. "Statistical Adequacy and the Testing of Trend Versus Difference Stationarity," Econometric Reviews, Taylor & Francis Journals, vol. 22(3), pages 217-237, January.
  8. Elena Andreou & Eric Ghysels, 2002. "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
  9. Andreou, Elena & Ghysels, Eric, 2002. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 363-76, July.
  10. Andreou, Elena & Pittis, Nikitas & Spanos, Aris, 2001. " On Modelling Speculative Prices: The Empirical Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 15(2), pages 187-220, April.
  11. Elena Andreou & Rita Desiano & Marianne Sensier, 2001. "The behaviour of stock returns and interest rates over the business cycle in the US and UK," Applied Economics Letters, Taylor & Francis Journals, vol. 8(4), pages 233-238.
  12. Andreou, Elena & Osborn, Denise R & Sensier, Marianne, 2000. "A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle," Manchester School, University of Manchester, vol. 68(4), pages 396-418, Special I.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (8) 2000-06-05 2002-06-24 2003-05-22 2004-05-16 2004-05-16 2010-12-04 2010-12-11 2010-12-11. Author is listed
  2. NEP-ETS: Econometric Time Series (5) 2001-12-19 2002-06-24 2003-05-18 2004-05-16 2010-12-04. Author is listed
  3. NEP-CBA: Central Banking (4) 2008-02-16 2008-05-24 2008-07-20 2010-12-11. Author is listed
  4. NEP-FMK: Financial Markets (4) 2000-06-05 2001-12-19 2002-06-24 2004-05-16. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (3) 2008-02-16 2008-05-24 2008-07-20
  6. NEP-FIN: Finance (3) 2002-06-24 2004-05-26 2004-05-26
  7. NEP-FOR: Forecasting (3) 2010-12-04 2010-12-11 2011-01-16
  8. NEP-MAC: Macroeconomics (3) 2008-02-16 2008-05-24 2008-07-20
  9. NEP-BEC: Business Economics (2) 2008-05-24 2011-01-16
  10. NEP-IFN: International Finance (2) 2002-06-24 2003-05-18
  11. NEP-FDG: Financial Development & Growth (1) 2008-05-24
  12. NEP-MST: Market Microstructure (1) 2010-12-04
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