Access Statistics for Christos Ntantamis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns 0 0 1 137 0 0 4 279
Detecting Housing Submarkets using Unsupervised Learning of Finite Mixture Models 0 0 1 65 0 1 4 134
Detecting Structural Breaks using Hidden Markov Models 1 1 5 141 2 3 12 225
THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY 0 0 0 38 0 0 3 211
THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY 0 0 0 113 1 1 3 319
The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study 0 0 3 349 8 24 82 1,423
Total Working Papers 1 1 10 843 11 29 108 2,591


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bull and bear markets in commodity prices and commodity stocks: Is there a relation? 0 2 3 23 0 9 19 108
Financial Constraints, R&D Investment, and the Value of Cash Holdings 0 0 1 24 2 5 18 75
Total Journal Articles 0 2 4 47 2 14 37 183


Statistics updated 2021-01-03