Browsing All of EconStor by Author Tzavalis, Elias
Showing results 1 to 10 of 10
Year of Publication | Title | Author(s) |
2003 | Pricing American options under stochastic volatility: A new method using Chebyshev polynomials to approximate the early exercise boundary | Tzavalis, Elias; Wang, Shijun |
2004 | Detection of structural breaks in linear dynamic panel data models | Wachter, Stefan de; Tzavalis, Elias |
2004 | A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models | Meligkotsidou, Loukia; Tzavalis, Elias; Vrontos, Ioannis D. |
2004 | The impact of large structural shocks onn economic relationships: Evidence from oil price shocks | Kapetanios, George; Tzavalis, Elias |
2004 | Is the currency risk priced in equity markets? | Giurda, Francesco; Tzavalis, Elias |
2005 | Nonlinear modelling of autoregressive structural breaks in a US diffusion index dataset | Kapetanios, George; Tzavalis, Elias |
2005 | Panel data unit roots tests: The role of serial correlation and the time dimension | De Wachter, Stefan; Harris, Richard D. F.; Tzavalis, Elias |
2006 | Stochastic volatility driven by large shocks | Kapetanios, George; Tzavalis, Elias |
2018 | Dealing with endogeneity in threshold models using copulas: An illustration to the foreign trade multiplier | Christopulos, Dimitris K.; Tzavalis, Elias; McAdam, Peter |
2019 | Exploring Okun's law asymmetry: An endogenous threshold LSTR approach | Christopoulos, Dimitris; McAdam, Peter; Tzavalis, Elias |