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Details about Christos Ntantamis

Workplace:Department of Economics, Dalhousie University, (more information at EDIRC)

Access statistics for papers by Christos Ntantamis.

Last updated 2017-06-09. Update your information in the RePEc Author Service.

Short-id: pnt1


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Working Papers

2010

  1. A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
  2. Detecting Housing Submarkets using Unsupervised Learning of Finite Mixture Models
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
  3. Detecting Structural Breaks using Hidden Markov Models
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)

2004

  1. THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads View citations (6)
    Also in Economics Series, Institute for Advanced Studies (2004) Downloads View citations (2)
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) Downloads View citations (1)

Journal Articles

2015

  1. Bull and bear markets in commodity prices and commodity stocks: Is there a relation?
    Resources Policy, 2015, 43, (C), 61-81 Downloads View citations (13)
  2. Financial Constraints, R&D Investment, and the Value of Cash Holdings
    Quarterly Journal of Finance (QJF), 2015, 05, (04), 1-24 Downloads View citations (2)
 
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