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2. Structural Break Tests Robust to Regression Misspecification. (2016). Boldea, Otilia ; Andreou, E ; Morshed, Alaa Abi.
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38. Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility. (2006). ulu, yasemin ; Schnabl, Gunther ; Hillebrand, Eric.
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44. Testing for causality in variance in the presence of breaks. (2005). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise.
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45. The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection. (2004). Schnabl, Gunther ; Hillebrand, Eric.
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46. The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection. (2004). Schnabl, Gunther ; Hillebrand, Eric.
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47. Structural changes in volatility and stock market development: Evidence for Spain. (2004). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Eizaguirre, Juncal Cunado ; Hidalgo, Fernando Perez de Gracia, .
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48. Monitoring for Disruptions in Financial Markets. (2004). Ghysels, Eric ; Andreou, Elena.
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49. The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests. (2004). Ghysels, Eric ; Andreou, Elena.
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50. How wacky is the DAX? The changing structure of German stock market volatility. (2003). Werner, Thomas ; Stapf, Jelena.
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51. Test for Breaks in the Conditional Co-Movements of Asset Returns. (2003). Ghysels, Eric ; Andreou, Elena.
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52. Testing for Changes in the Unconditional Variance of Financial Time Series. (2003). Sansó, Andreu ; Carrion-i-Silvestre, Josep ; Arago, Vicent.
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