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subject:"Theorie"
subject:"Wohlfahrtsanalyse"
~isPartOf:"Discussion papers in economics"
~person:"Karanasos, Menelaos"
~type_genre:"Working Paper"
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Karanasos, Menelaos
Simmons, Peter J.
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ECONIS (ZBW)
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1
Cross sectional aggregation and persistence in conditional variance
Karanasos, Menelaos
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
2000
Persistent link: https://www.econbiz.de/10001488560
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2
The covariance structure of mixed ARMA models
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488562
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3
Modelling volatility persistence : some new results on the component - GARCH model
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488566
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4
Some exact formulae for the constant correlation and diagonal M-GARCH models
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488572
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5
Prediction in ARMA models with GARCH in mean effects
Karanasos, Menelaos
-
1999
Persistent link: https://www.econbiz.de/10001435068
Saved in:
6
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
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