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Dual long-memory, structural breaks and the link between turnover and the range-based volatility
Karanasos, Menelaos; Kartsaklas, A. - In: Journal of empirical finance 16 (2009) 5, pp. 838-851
Persistent link: https://www.econbiz.de/10003900413
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Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Journal of empirical finance 18 (2011) 1, pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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A re-examination of the asymmetric power ARCH model
Karanasos, Menelaos; Kim, Jinki - In: Journal of empirical finance 13 (2006) 1, pp. 113-128
Persistent link: https://www.econbiz.de/10003278634
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Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos; Paraskevopoulos, Alexandros G.; … - In: Journal of empirical finance 29 (2014), pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
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Editor's introduction for the special issue of the Journal of Empirical Finance, on "asset pricing : methods and applications"
Conrad, Christian; Karanasos, Menelaos - In: Journal of empirical finance 29 (2014), pp. 1-2
Persistent link: https://www.econbiz.de/10011302567
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Inflation convergence in the EMU
Karanasos, Menelaos; Koutroumpis, P.; Karavias, Y.; … - In: Journal of empirical finance 39 (2016), pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Cover Image
Dual long-memory, structural breaks and the link between turnover and the range-based volatility
Karanasos, M.; Kartsaklas, A. - In: Journal of empirical finance 16 (2009) 5, pp. 838-851
Persistent link: https://www.econbiz.de/10008323260
Cover Image
Dual long-memory, structural breaks and the link between turnover and the range-based volatility
Karanasos, M.; Kartsaklas, A. - In: Journal of empirical finance 16 (2009) 5, pp. 838-852
Persistent link: https://www.econbiz.de/10008896097
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A re-examination of the asymmetric power ARCH model
Karanasos, Menelaos; Kim, Jinki - In: Journal of empirical finance 13 (2006) 1, pp. 113
Persistent link: https://www.econbiz.de/10007225759
Cover Image
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Journal of empirical finance 18 (2011) 1, pp. 147-160
Persistent link: https://www.econbiz.de/10008769858