Access Statistics for Menelaos Karanasos
Author contact details at EconPapers.
Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback |
0 |
2 |
3 |
431 |
0 |
2 |
5 |
1,537 |
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
1,561 |
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
540 |
Alternative GARCH in Mean Models: An Application to the Korean Stock Market |
0 |
0 |
2 |
972 |
2 |
5 |
12 |
2,539 |
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities |
0 |
0 |
3 |
25 |
0 |
0 |
7 |
62 |
Cross-Sectional Aggregation and Persistence in Conditional Variance |
0 |
0 |
0 |
194 |
0 |
0 |
1 |
819 |
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 |
0 |
0 |
1 |
71 |
0 |
0 |
4 |
213 |
Inflation, inflation uncertainty, and a common European Monetary Policy |
1 |
1 |
1 |
144 |
1 |
2 |
3 |
385 |
Moments of the ARMA-EGARCH Model |
0 |
1 |
3 |
968 |
2 |
3 |
9 |
2,711 |
Prediction in ARMA models with GARCH in Mean Effects |
0 |
0 |
0 |
1,320 |
0 |
0 |
1 |
3,992 |
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models |
0 |
0 |
0 |
388 |
0 |
0 |
0 |
1,345 |
The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
693 |
The Covariance Structure of Component and Multivariate Garch Models |
0 |
0 |
1 |
977 |
1 |
2 |
3 |
2,642 |
The Covariance Structure of Mixed ARMA Models |
0 |
0 |
0 |
343 |
0 |
0 |
0 |
1,513 |
The Covariance Structure of Mixed ARMA Models |
0 |
0 |
1 |
472 |
0 |
0 |
4 |
2,085 |
Total Working Papers |
1 |
4 |
15 |
6,306 |
6 |
14 |
49 |
22,637 |
2 registered items for which data could not be found
1 registered items for which data could not be found
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