The following pages link to Menelaos Karanasos (Q1305660):
Displaying 16 items.
- (Q867691) (redirect page) (← links)
- The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997 (Q867692) (← links)
- The second moment and the autocovariance function of the squared errors of the GARCH model (Q1305661) (← links)
- Inflation and output growth uncertainty and their relationship with inflation and output growth. (Q1605251) (← links)
- The impulse response function of the long memory GARCH process (Q1928718) (← links)
- On the order of integration of monthly US ex-ante and ex-post real interest rates: new evidence from over a century of data (Q1929021) (← links)
- The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- Prediction in ARMA Models with GARCH in Mean Effects (Q2759338) (← links)
- (Q3075082) (← links)
- On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
- Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance (Q3368402) (← links)
- NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703) (← links)
- Moments of the ARMA–EGARCH model (Q4439303) (← links)
- On the Autocorrelation Properties of Long‐Memory GARCH Processes (Q4828181) (← links)
- Financial development, political instability, trade openness and growth in Brazil: evidence from a new dataset, 1890--2003 (Q6138870) (← links)
