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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos - 1996
Persistent link: https://www.econbiz.de/10000953935
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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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Essays on financial time series models
Karanasos, Menelaos - 1998
Persistent link: https://www.econbiz.de/10001436961
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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
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A new method for obtaining the autocovariance of an ARMA model : an exact-form solution
Karanasos, Menelaos - 1996
Persistent link: https://www.econbiz.de/10000945555
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Moments of the ARAM-EGARCH model
Karanasos, Menelaos; Kim, J. - 2000
Persistent link: https://www.econbiz.de/10001527216
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Prediction in ARMA models with GARCH in mean effects
Karanasos, Menelaos - 1999
Persistent link: https://www.econbiz.de/10001435068
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The covariance structure of component and multivariate GARCH models
Karanasos, Menelaos - 1999
Persistent link: https://www.econbiz.de/10001435137