معرفی
Elena Andreou is a Professor at the Department of Finance within the School of Economics and Management at the University of Cyprus. Her work centers on advancing econometric methodologies, with a dual focus on theoretical innovation and empirical applications in finance and macroeconomics.
Her research explores:
- Volatility dynamics: High-frequency volatility estimation, forecasting models (VIX, risk premiums), and market disruption monitoring.
- Factor models: Development of mixed-frequency and group factor frameworks for macroeconomic and financial data integration.
- Structural breaks: Robust testing methodologies for model misspecification and regime shifts in time series.
- Mixed-frequency data: Novel regression techniques leveraging disparate sampling rates for enhanced forecasting accuracy.
Her publications (2008–2024) reveal a consistent trajectory toward refining econometric tools for real-world financial and macroeconomic challenges, with recent emphasis on latent factor identification and volatility risk pricing. Earlier foundational work established paradigms for structural break detection and nonparametric forecasting.
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