E. Andreou

Economics and Econometrics · with Ghysels · 2002–2019

A researcher in the Science corpus: 5 papers; trusts 22 researchers and is trusted by 33 researchers here, as inferred from the citation graph.

Subfields

Whom E. Andreou trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Ole E. Barndorff-Nielsen
  2. Jushan Bai
  3. R. C. Merton
  4. Robert F. Engle
  5. Donald W. K. Andrews
  6. Lars Peter Hansen
  7. N. Shephard
  8. Torben G. Andersen
  9. Piotr Kokoszka
  10. Marc Lavielle

Who trusts E. Andreou overall

  1. Jeannette H. C. Woerner
  2. Eric Ghysels
  3. James Davidson
  4. Torben G. Andersen
  5. Ole E. Barndorff-Nielsen
  6. Paulo M. M. Rodrigues
  7. Liudas Giraitis
  8. Tim Bollerslev
  9. Zeno Adams
  10. Gowtham Atluri

Papers from E. Andreou's perspective

Ordered by how strongly the researchers E. Andreou trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Long Memory and Regime Switching
  5. Inferential Theory for Factor Models of Large Dimensions
  6. Tests for Parameter Instability and Structural Change with Unknown Change Point
  7. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  8. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  9. Computation and Analysis of Multiple Structural-Change Models
  10. An Introduction to Multivariate Statistical Analysis

Their papers