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Essays on financial time series models
Karanasos, Menelaos - In: Essays on financial time series models, (pp. 9-38). 1998
Persistent link: https://www.econbiz.de/10001490616
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Some new results on GARCH : exact formulas for the moments of the squared errors
Karanasos, Menelaos - In: Essays on financial time series models, (pp. 39-93). 1998
Persistent link: https://www.econbiz.de/10001490631
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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