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~isPartOf:"Discussion papers in economics"
~person:"Karanasos, Menelaos"
~person:"Rahbek, Anders"
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Karanasos, Menelaos
Rahbek, Anders
Smith, Peter N.
2
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Discussion papers in economics
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ECONIS (ZBW)
7
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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
Saved in:
2
Modelling volatility persistence : some new results on the component -
GARCH
model
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488566
Saved in:
3
Some exact formulae for the constant correlation and diagonal M-
GARCH
models
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488572
Saved in:
4
A
GARCH
model of inflation and inflation uncertainty with simultaneous feedback
Fountas, Stilianos
;
Karanasos, Menelaos
;
Karanassou, Marika
-
2000
Persistent link: https://www.econbiz.de/10001488602
Saved in:
5
Alternative
GARCH
in mean models : an application to the Korean stock market
Karanasos, Menelaos
;
Kim, J.
-
2000
Persistent link: https://www.econbiz.de/10001488604
Saved in:
6
Prediction in ARMA models with
GARCH
in mean effects
Karanasos, Menelaos
-
1999
Persistent link: https://www.econbiz.de/10001435068
Saved in:
7
The covariance structure of component and multivariate
GARCH
models
Karanasos, Menelaos
-
1999
Persistent link: https://www.econbiz.de/10001435137
Saved in:
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