Narrow search
Showing 1 - 10 of 11
Cover Image
A new method for obtaining the autocovariance of an ARMA model : an exact-form solution
Karanasos, Menelaos - 1996
Persistent link: https://www.econbiz.de/10000945555
Cover Image
Moments of the ARAM-EGARCH model
Karanasos, Menelaos; Kim, J. - 2000
Persistent link: https://www.econbiz.de/10001527216
Cover Image
Prediction in ARMA models with GARCH in mean effects
Karanasos, Menelaos - 1999
Persistent link: https://www.econbiz.de/10001435068
Cover Image
The covariance structure of component and multivariate GARCH models
Karanasos, Menelaos - 1999
Persistent link: https://www.econbiz.de/10001435137
Cover Image
Cross sectional aggregation and persistence in conditional variance
Karanasos, Menelaos; Psaradakis, Zacharias G.; Sola, Martin - 2000
Persistent link: https://www.econbiz.de/10001488560
Cover Image
The covariance structure of mixed ARMA models
Karanasos, Menelaos - 2000
Persistent link: https://www.econbiz.de/10001488562
Cover Image
Modelling volatility persistence : some new results on the component - GARCH model
Karanasos, Menelaos - 2000
Persistent link: https://www.econbiz.de/10001488566
Cover Image
Some exact formulae for the constant correlation and diagonal M-GARCH models
Karanasos, Menelaos - 2000
Persistent link: https://www.econbiz.de/10001488572
Cover Image
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
Cover Image
Alternative GARCH in mean models : an application to the Korean stock market
Karanasos, Menelaos; Kim, J. - 2000
Persistent link: https://www.econbiz.de/10001488604