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person:"Karanasos, Menelaos"
~person:"Athanasopoulos, George"
~subject:"ARCH model"
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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
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3
Prediction in ARMA models with GARCH in mean effects
Karanasos, Menelaos
-
1999
Persistent link: https://www.econbiz.de/10001435068
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4
Predicition in ARMA models with GARCH in mean effects : an application to the FTALL stock market index
Karanasos, Menelaos
- In:
Essays on financial time series models
,
(pp. 94-143)
.
1998
Persistent link: https://www.econbiz.de/10001490634
Saved in:
5
Essays on financial time series models
Karanasos, Menelaos
-
1998
Persistent link: https://www.econbiz.de/10001436961
Saved in:
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