• Article  

      Monitoring disruptions in financial markets 

      Andreou, Elena; Ghysels, Eric (2006)
      We study historical and sequential CUSUM change-point tests for strongly dependent nonlinear processes. These tests are used to monitor the conditional variance of asset returns and to provide real-time information regarding ...
    • Article  

      Quality control for structural credit risk models 

      Andreou, Elena; Ghysels, Eric (2008)
      Over the last four decades, a large number of structural models have been developed to estimate and price credit risk. The focus of the paper is on a neglected issue pertaining to fundamental shifts in the structural ...
    • Article  

      Regeneration of three-way automobile catalysts using biodegradable metal chelating agent-S, S-ethylenediamine disuccinic acid (S, S-EDDS) 

      Subramanian, B.; Christou, Stavroula Y.; Efstathiou, Angelos M.; Namboodiri, V.; Dionysiou, Dionysios Demetriou D. (2011)
      Regeneration of the activity of three-way catalytic converters (TWCs) was tested for the first time using a biodegradable metal chelating agent (S, S-ethylenediamine disuccinic acid (S, S-EDDS). The efficiency of this novel ...
    • Article  

      Structural features of ball-milled nanostructured K2Bi 8Se13 thermoelectric material 

      Lioutas, C. B.; Hatzikraniotis, E.; Ioannou, M.; Paraskevopoulos, K. M.; Kyratsi, Theodora (2011)
      In this work, K2Bi8Se13 material was ball-milled in order to develop nanostructures through the modification of structural features. Structural changes during ball-milling were followed by powder X-ray diffraction measurements, ...