Browsing Τμήμα Οικονομικών / Department of Economics by Author "Spanos, Aris"
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Article
On modelling speculative prices: the empirical literature
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 ...
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Article
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity
Andreou, Elena; Spanos, Aris (2003)The debate on whether macroeconomic series are trend or difference stationary, initiated by Nelson and Plosser [Nelson, C. R.
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Book
A VAR model for the monetary sector of the Cyprus economy
Spanos, Aris; Andreou, Elena; Syrichas, George (University of CyprusCentral Bank of Cyprus, 1997)