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~person:"Karanasos, Menelaos"
~person:"Rahbek, Anders"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
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Karanasos, Menelaos
Rahbek, Anders
Gupta, Rangan
29
Engle, Robert F.
19
Caporale, Guglielmo Maria
18
Kumar, Dilip
18
McAleer, Michael
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1
Modelling Returns and Volatilities During Financial Crises : A Time Varying Coefficient Approach
Karanasos, Menelaos
-
2014
persistence in their corresponding conditional variances. Furthermore, the results of our bivariate
GARCH
models show the …
Persistent link: https://www.econbiz.de/10013056335
Saved in:
2
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
3
Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos
;
Paraskevopoulos, Alexandros G.
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
Saved in:
4
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
-
2008
Tse (1998) proposes a model which combines the fractionally integrated
GARCH
formulation of Baillie, Bollerslev and …
Persistent link: https://www.econbiz.de/10003747371
Saved in:
5
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
6
A re-examination of the asymmetric power ARCH model
Karanasos, Menelaos
;
Kim, Jinki
- In:
Journal of empirical finance
13
(
2006
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10003278634
Saved in:
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