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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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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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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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The covariance structure of mixed ARMA models
Karanasos, Menelaos - 2000
Persistent link: https://www.econbiz.de/10001488562
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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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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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A GARCH model of inflation and inflation uncertainty with simultaneous feedback
Fountas, Stilianos; Karanasos, Menelaos; Karanassou, Marika - 2000
Persistent link: https://www.econbiz.de/10001488602
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Alternative GARCH in mean models : an application to the Korean stock market
Karanasos, Menelaos; Kim, J. - 2000
Persistent link: https://www.econbiz.de/10001488604
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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