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 |
1 |
2 |
433 |
2 |
3 |
6 |
1,550 |
| A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
1,562 |
| A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
541 |
| Alternative GARCH in Mean Models: An Application to the Korean Stock Market |
0 |
0 |
1 |
975 |
2 |
2 |
8 |
2,556 |
| Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities |
0 |
0 |
0 |
26 |
0 |
1 |
1 |
66 |
| Cross-Sectional Aggregation and Persistence in Conditional Variance |
0 |
0 |
0 |
195 |
0 |
0 |
1 |
823 |
| Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 |
0 |
0 |
1 |
74 |
1 |
1 |
2 |
219 |
| Inflation, inflation uncertainty, and a common European Monetary Policy |
0 |
0 |
0 |
144 |
0 |
0 |
0 |
388 |
| Moments of the ARMA-EGARCH Model |
0 |
0 |
1 |
974 |
0 |
0 |
4 |
2,729 |
| Prediction in ARMA models with GARCH in Mean Effects |
0 |
0 |
0 |
1,321 |
0 |
1 |
1 |
3,998 |
| Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models |
0 |
0 |
0 |
388 |
1 |
1 |
3 |
1,348 |
| The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
694 |
| The Covariance Structure of Component and Multivariate Garch Models |
0 |
0 |
0 |
977 |
1 |
2 |
3 |
2,645 |
| The Covariance Structure of Mixed ARMA Models |
0 |
0 |
0 |
476 |
1 |
1 |
3 |
2,095 |
| The Covariance Structure of Mixed ARMA Models |
0 |
0 |
0 |
343 |
0 |
0 |
0 |
1,515 |
| Total Working Papers |
0 |
1 |
5 |
6,327 |
8 |
12 |
33 |
22,729 |
2 registered items for which data could not be found
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