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Browsing by Author « Andreou, Elena »

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Showing results 2 to 5 of 5
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests
Andreou, Elena; Ghysels, Eric
Issue Date : 2004-05

Monitoring for Disruptions in Financial Markets
Andreou, Elena; Ghysels, Eric
Issue Date : 2004-05

Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results
Andreou, Elena; Ghysels, Eric
Issue Date : 2000-05

Tests for Breaks in the Conditional Co-movements of Asset Returns
Andreou, Elena; Ghysels, Eric
Issue Date : 2002-06

Showing results 2 to 5 of 5

 

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