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Karanasos, Menelaos
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ECONIS (ZBW)
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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
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1996
Persistent link: https://www.econbiz.de/10000953935
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2
Essays on financial time series models
Karanasos, Menelaos
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1998
Persistent link: https://www.econbiz.de/10001436961
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3
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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4
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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5
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
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6
A new method for obtaining the autocovariance of an ARMA model : an exact-form solution
Karanasos, Menelaos
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1996
Persistent link: https://www.econbiz.de/10000945555
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7
Prediction in ARMA models with GARCH in mean effects
Karanasos, Menelaos
-
1999
Persistent link: https://www.econbiz.de/10001435068
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8
Cross sectional aggregation and persistence in conditional variance
Karanasos, Menelaos
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
2000
Persistent link: https://www.econbiz.de/10001488560
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9
The covariance structure of mixed ARMA models
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488562
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10
Some exact formulae for the constant correlation and diagonal M-GARCH models
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488572
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