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~isPartOf:"Discussion papers in economics"
~person:"Karanasos, Menelaos"
~type_genre:"Arbeitspapier"
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Karanasos, Menelaos
Hey, John Denis
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ECONIS (ZBW)
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1
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:
2
The covariance structure of mixed ARMA models
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488562
Saved in:
3
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:
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
Modelling volatility persistence : some new results on the component - GARCH model
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488566
Saved in:
6
Moments of the ARAM-EGARCH model
Karanasos, Menelaos
;
Kim, J.
-
2000
Persistent link: https://www.econbiz.de/10001527216
Saved in:
7
Some exact formulae for the constant correlation and diagonal M-GARCH models
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488572
Saved in:
8
The covariance structure of component and multivariate GARCH models
Karanasos, Menelaos
-
1999
Persistent link: https://www.econbiz.de/10001435137
Saved in:
9
Prediction in ARMA models with GARCH in mean effects
Karanasos, Menelaos
-
1999
Persistent link: https://www.econbiz.de/10001435068
Saved in:
10
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
Saved in:
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