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~isPartOf:"Discussion papers in economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The econometrics journal"
~person:"Karanasos, Menelaos"
~person:"Wang, Yudong"
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Karanasos, Menelaos
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ECONIS (ZBW)
12
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1
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
Saved in:
2
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
Saved in:
3
Moments of the ARMA-EGARCH model
Karanasos, Menelaos
;
Kim, Jinki
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 146-166
Persistent link: https://www.econbiz.de/10001781052
Saved in:
4
Cross sectional aggregation and persistence in conditional variance
Karanasos, Menelaos
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
2000
Persistent link: https://www.econbiz.de/10001488560
Saved in:
5
The covariance structure of mixed ARMA models
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488562
Saved in:
6
Modelling volatility persistence : some new results on the component - GARCH model
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488566
Saved in:
7
Some exact formulae for the constant correlation and diagonal M-GARCH models
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488572
Saved in:
8
Prediction in ARMA models with GARCH in mean effects
Karanasos, Menelaos
-
1999
Persistent link: https://www.econbiz.de/10001435068
Saved in:
9
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
Saved in:
10
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
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