Browsing by Author "Spanos, Aris"
Andreou, Elena; Pittis, Nikitas; Spanos, Aris (2001)Traditionally, financial theory and in particular asset pricing models have assumed (implicitly or explicitly) a certain probabilistic structure for speculative prices. The probabilistic structure is usually defined in ...
Andreou, Elena; Spanos, Aris (2003)The debate on whether macroeconomic series are trend or difference stationary, initiated by Nelson and Plosser [Nelson, C. R.
Spanos, Aris; Andreou, Elena; Syrichas, George (University of CyprusCentral Bank of Cyprus, 1997)