Concepedia
Statistics
Publications
25
Citations
1.8K
H-Index
17
Active since
2000
Affiliations
University of Cyprus(Current)
University of North Carolina at Chapel Hill
Flagler College
University of Manchester
Swiss Finance Institute
Elena Andreou is an author at University of Cyprus specializing in business, finance, and economics.
Top concepts
BusinessFinanceEconomicsStatisticsEconometricsFinancial EconomicsVolatility ModelingManagementMacroeconomicsAsset Pricing
Publications per year
2000–2021
Detecting multiple breaks in financial market volatility dynamics
Elena Andreou, Éric Ghysels · Journal of Applied Econometrics · 2002 · 329 citations · Full text
Empirical Finance, Volatility Modeling, Time Series Econometrics +17
Should Macroeconomic Forecasters Use Daily Financial Data and How?
Elena Andreou, Éric Ghysels, Andros Kourtellos · Journal of Business and Economic Statistics · 2013 · 326 citations
Economics, Economic Forecasting, Engineering +14
Regression models with mixed sampling frequencies
Elena Andreou, Éric Ghysels, Andros Kourtellos · Journal of Econometrics · 2010 · 308 citations
Regression Models, Sampling Technique, Sampling Theory +3
Rolling-Sample Volatility Estimators
Elena Andreou, Éric Ghysels · Journal of Business and Economic Statistics · 2002 · 193 citations
Volatility Modeling, Multivariate Stochastic Volatility, Integrated Volatility +13
Monitoring disruptions in financial markets
Elena Andreou, Éric Ghysels · Journal of Econometrics · 2005 · 72 citations
Financial Network Analysis, Financial Economics, Management +5
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