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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
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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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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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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