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~subject:"Schätztheorie"
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Schätztheorie
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85
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Karanasos, Menelaos
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2
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2
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2
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ECONIS (ZBW)
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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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2
The second moment and the autocovariance function of the squared errors of the GARCH model
Karanasos, Menelaos
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 63-76
Persistent link: https://www.econbiz.de/10001353782
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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
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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5
Essays on financial time series models
Karanasos, Menelaos
-
1998
Persistent link: https://www.econbiz.de/10001436961
Saved in:
6
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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7
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
Saved in:
8
Moments of the ARAM-EGARCH model
Karanasos, Menelaos
;
Kim, J.
-
2000
Persistent link: https://www.econbiz.de/10001527216
Saved in:
9
The covariance structure of component and multivariate GARCH models
Karanasos, Menelaos
-
1999
Persistent link: https://www.econbiz.de/10001435137
Saved in:
10
Unified theory for the large family of time varying models with arma representations : one solution fits all
Karanasos, Menelaos
;
Paraskevopoulos, Athanasios
; …
-
2020
Persistent link: https://www.econbiz.de/10012387088
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