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 |
0 |
1 |
428 |
0 |
1 |
17 |
1,527 |
A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback |
0 |
0 |
2 |
704 |
1 |
3 |
6 |
1,719 |
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
1,554 |
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
538 |
Alternative GARCH in Mean Models: An Application to the Korean Stock Market |
0 |
0 |
6 |
967 |
0 |
1 |
16 |
2,514 |
Cross-Sectional Aggregation and Persistence in Conditional Variance |
0 |
0 |
1 |
194 |
0 |
2 |
6 |
812 |
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 |
0 |
0 |
2 |
70 |
0 |
0 |
3 |
207 |
Inflation, inflation uncertainty, and a common European Monetary Policy |
1 |
1 |
3 |
140 |
2 |
3 |
12 |
368 |
Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations |
0 |
2 |
2 |
21 |
1 |
6 |
12 |
49 |
Modelling the Yield Curve: A Two Components Approach |
0 |
0 |
1 |
136 |
1 |
1 |
3 |
558 |
Moments of the ARMA-EGARCH Model |
2 |
5 |
16 |
960 |
6 |
14 |
47 |
2,678 |
Prediction in ARMA models with GARCH in Mean Effects |
0 |
2 |
6 |
1,312 |
0 |
3 |
14 |
3,976 |
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models |
0 |
0 |
0 |
388 |
2 |
2 |
7 |
1,343 |
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 |
0 |
975 |
0 |
0 |
3 |
2,637 |
The Covariance Structure of Mixed ARMA Models |
0 |
1 |
4 |
469 |
1 |
2 |
17 |
2,068 |
The Covariance Structure of Mixed ARMA Models |
0 |
0 |
0 |
343 |
1 |
1 |
3 |
1,508 |
Total Working Papers |
3 |
11 |
44 |
7,108 |
15 |
39 |
171 |
24,749 |
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