Andreou Elena
Professor
Department of Economics
Economic Research Centre
Cyprus
Biography
Elena Andreou complete her PhD from University of Manchester having an experience of teaching in Department of Economics, University of Cyprus, Cyprus.Director, if Economics Research Centre, University of Cyprus.(2016-present )
Research Interest
Financial Econometrics, Time Series Econometrics
Publications
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Andreou, E., Ghysels, E., & Kourtellos, A. (2010). Regression models with mixed sampling frequencies. Journal of Econometrics, 158(2), 246-261.
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Andreou, E., Ghysels, E., & Kourtellos, A. (2013). Should macroeconomic forecasters use daily financial data and how?. Journal of Business & Economic Statistics, 31(2), 240-251.
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Andreou, E., & Ghysels, E. (2002). Rolling-sample volatility estimators: some new theoretical, simulation and empirical results. Journal of Business & Economic Statistics, 20(3), 363-376.
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Andreou, E., & Ghysels, E. (2002). Detecting multiple breaks in financial market volatility dynamics. Journal of Applied Econometrics, 17(5), 579-600.
