//-->
Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity
Arvanitis, Stelios, (2018)
The diffusion limit of a TVP-GQARCH-M(1,1) model
Arvanitis, Stelios, (2004)
Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios, (2025)