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Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.
;
Chambers, Marcus J.
-
2016
Persistent link: https://www.econbiz.de/10011538144
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2
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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3
The covariance structure of mixed ARMA models
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488562
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4
Modelling volatility persistence : some new results on the component - GARCH model
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488566
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5
Prediction in ARMA models with GARCH in mean effects
Karanasos, Menelaos
-
1999
Persistent link: https://www.econbiz.de/10001435068
Saved in:
6
Autocovariance functions of series and of their transforms
Abadir, Karim Maher
;
Talmain, Gabriel
-
1998
Persistent link: https://www.econbiz.de/10001397921
Saved in:
7
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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