Elena Andreou

Latest Institution: University of Cyprus

All Institutions: University of Cyprus; CEPR


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Nonparametric Predictive Regression

Year: 2013
Journal: No Journal Matched
Authors: Ioannis Kasparis; Elena Andreou; Peter C. B. Phillips

Residual-based Rank Specification Tests for AR-GARCH Type Models

Year: 2013
Journal: No Journal Matched
Authors: Elena Andreou; Bas J. M. Werker

Predicting the VIX and the Volatility Risk Premium: What's Credit and Commodity Volatility Risk Got to Do with It?

Year: 2014
Journal: No Journal Matched
Authors: Elena Andreou; Eric Ghysels

Three Common Factors

Year: 2022
Journal: No Journal Matched
Authors: Elena Andreou; Patrick Gagliardini; Eric Ghysels; Mirco Rubin


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