Details about Catherine KYRTSOU

Access statistics for papers by Catherine KYRTSOU.

Last updated 2008-11-30. Update your information in the RePEc Author Service.

Short-id: pky4

Working Papers

2008

1. Seasonal Mackey-Glass-GARCH process and short-term dynamics
   Discussion Paper Series, Department of Economics, University of Macedonia

2006

2. Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics
   Working Papers, Association Française de Cliométrie (AFC)

2004

3. Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series
   Computing in Economics and Finance 2004, Society for Computational Economics

Journal Articles

2006

1. EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES
   International Journal of Theoretical and Applied Finance (IJTAF), 2006, 09, (01), 1-22
2. Editorial introduction: Nonlinear macroeconomic dynamics
   Journal of Macroeconomics, 2006, 28, (1), 1-4
3. Evidence for chaotic dependence between US inflation and commodity prices
   Journal of Macroeconomics, 2006, 28, (1), 256-266 View citations
4. Univariate tests for nonlinear structure
   Journal of Macroeconomics, 2006, 28, (1), 154-168 View citations

2004

5. Noisy chaotic dynamics in commodity markets
   Empirical Economics, 2004, 29, (3), 489-502 View citations

2003

6. Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series
   Computational Economics, 2003, 21, (3), 257-276 View citations

2002

7. Stochastic chaos or ARCH effects in stock series?: A comparative study
   International Review of Financial Analysis, 2002, 11, (4), 407-431 View citations