|
Érudit | Dépôt de documents >
Browsing by Author « Andreou, Elena »
Showing results 1 to 5 of 5
| Detecting Mutiple Breaks in Financial Market Volatility Dynamics | | Andreou, Elena; Ghysels, Eric | | Issue Date : 2001-11 |
|
| 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 1 to 5 of 5
|
