Christos Ntantamis
Names
first: | Christos |
last: | Ntantamis |
Affiliations
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Dalhousie University
→ Department of Economics
- website
- location: Halifax, Canada
Research profile
author of:
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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