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A new method for obtaining the autocovariance of an ARMA model : an exact form solution
Karanasos, Menelaos - In: Econometric theory 14 (1998) 5, pp. 622-640
Persistent link: https://www.econbiz.de/10001381129
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Negative volatility spillovers in the unrestricted ECCC-GARCH model
Conrad, Christian; Karanasos, Menelaos - In: Econometric theory 26 (2010) 3, pp. 838-862
Persistent link: https://www.econbiz.de/10003992438
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DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
Han, Chirok; Galbraith, R.F.; Galbraith, J.I.; Grenander, U. - In: Econometric theory 23 (2007) 6, pp. 1248-1253
Persistent link: https://www.econbiz.de/10007869209
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ARTICLES - A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact Form Solution
Karanasos, M. - In: Econometric theory 14 (1998) 5, pp. 622-640
Persistent link: https://www.econbiz.de/10006991445
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MISCELLANEA - A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact Form Solution -- Acknowledgment of Priority and Correction Note: Econometric Theory (1998) 14(5), 622-640
Karanasos, Menelaos - In: Econometric theory 16 (2000) 2, pp. 280-282
Persistent link: https://www.econbiz.de/10006984130
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NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL
Conrad, Christian; Karanasos, Menelaos - In: Econometric theory 26 (2010) 3, pp. 838-863
Persistent link: https://www.econbiz.de/10008415354