Christos Ntantamis

Names

Affiliations

• Dalhousie University → Department of Economics
  • website
  • location: Halifax, Canada

Research profile

author of:

• THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY
  by Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis
• The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study
  by Caporale, Guglielmo Maria & Ntantamis, Christos & Pantelidis, Theologos & Pittis, Nikitas
• THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY
  by Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis
• Detecting Structural Breaks using Hidden Markov Models
  by Christos Ntantamis
• Detecting Housing Submarkets using Unsupervised Learning of Finite Mixture Models
  by Christos Ntantamis
• A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns
  by Christos Ntantamis
• Bull and bear markets in commodity prices and commodity stocks: Is there a relation?
  by Ntantamis, Christos & Zhou, Jun
• Financial Constraints, R&D Investment, and the Value of Cash Holdings
  by Laurence Booth & Christos Ntantamis & Jun Zhou