| Should macroeconomic forecasters use daily financial data and how? E Andreou, E Ghysels, A Kourtellos Journal of Business & Economic Statistics 31 (2), 240-251, 2013 | 491 | 2013 |
| Detecting multiple breaks in financial market volatility dynamics E Andreou, E Ghysels Journal of applied Econometrics 17 (5), 579-600, 2002 | 459 | 2002 |
| Regression models with mixed sampling frequencies E Andreou, E Ghysels, A Kourtellos Journal of Econometrics 158 (2), 246-261, 2010 | 455 | 2010 |
| Rolling-sample volatility estimators: some new theoretical, simulation and empirical results E Andreou, E Ghysels Journal of Business & Economic Statistics 20 (3), 363-376, 2002 | 261 | 2002 |
| Forecasting with mixed-frequency data E Andreou, E Ghysels, A Kourtellos | 184 | 2011 |
| Structural breaks in financial time series E Andreou, E Ghysels Handbook of financial time series, 839-870, 2009 | 155 | 2009 |
| Stock and foreign exchange market linkages in emerging economies E Andreou, M Matsi, A Savvides Journal of International Financial Markets, Institutions and Money 27, 248-268, 2013 | 101 | 2013 |
| Monitoring disruptions in financial markets E Andreou, E Ghysels Journal of Econometrics 135 (1-2), 77-124, 2006 | 86 | 2006 |
| On modelling speculative prices: the empirical literature E Andreou, N Pittis, A Spanos Journal of economic surveys 15 (2), 187-220, 2001 | 81 | 2001 |
| A comparison of the statistical properties of financial variables in the USA, UK and Germany over the business cycle E Andreou, DR Osborn, M Sensier The Manchester School 68 (4), 396-418, 2000 | 74 | 2000 |
| Nonparametric predictive regression I Kasparis, E Andreou, PCB Phillips Journal of Econometrics 185 (2), 468-494, 2015 | 63 | 2015 |
| Inference in group factor models with an application to mixed‐frequency data E Andreou, P Gagliardini, E Ghysels, M Rubin Econometrica 87 (4), 1267-1305, 2019 | 62 | 2019 |
| Statistical adequacy and the testing of trend versus difference stationarity E Andreou, A Spanos Econometric Reviews 22 (3), 217-237, 2003 | 62 | 2003 |
| Tests for breaks in the conditional co-movements of asset returns E Andreou, E Ghysels Statistica Sinica, 1045-1073, 2003 | 43 | 2003 |
| The impact of sampling frequency and volatility estimators on change-point tests E Andreou, E Ghysels Journal of Financial Econometrics 2 (2), 290-318, 2004 | 42 | 2004 |
| An alternative asymptotic analysis of residual-based statistics E Andreou, BJM Werker Review of Economics and Statistics 94 (1), 88-99, 2012 | 33 | 2012 |
| On the use of high frequency measures of volatility in MIDAS regressions E Andreou Journal of econometrics 193 (2), 367-389, 2016 | 28 | 2016 |
| Quality control for structural credit risk models E Andreou, E Ghysels Journal of Econometrics 146 (2), 364-375, 2008 | 22 | 2008 |
| Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors E Andreou, E Ghysels Journal of Econometrics 220 (2), 366-398, 2021 | 20 | 2021 |
| Inflation expectations and monetary policy surprises S Eminidou, M Zachariadis, E Andreou The Scandinavian Journal of Economics 122 (1), 306-339, 2020 | 17* | 2020 |
