Person:1305660

Available identifiers

zbMath Open karanasos.menelaosMaRDI QIDQ1305660

List of research outcomes

Publication	Date of Publication	Type
Financial development, political instability, trade openness and growth in Brazil: evidence from a new dataset, 1890--2003	2024-01-16	Paper
Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics	2022-09-09	Paper
The long memory HEAVY process: modeling and forecasting financial volatility	2022-01-24	Paper
A unified theory for ARMA models with varying coefficients: One solution fits all	2021-09-24	Paper
Explicit and compact representations for the Green's function and the Solution of Linear Difference Equations with variable coefficients	2019-06-17	Paper
On the Transmission of Memory in Garch‐in‐Mean Models	2015-10-12	Paper
A closed form to the general solution of linear difference equations with variable coefficients	2014-12-29	Paper
On the order of integration of monthly US ex-ante and ex-post real interest rates: new evidence from over a century of data	2013-01-07	Paper
The impulse response function of the long memory GARCH process	2013-01-03	Paper
https://portal.mardi4nfdi.de/entity/Q3075082	2011-02-10	Paper
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL	2010-07-23	Paper
The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997	2007-02-16	Paper
Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance	2006-01-27	Paper
On the Autocorrelation Properties of Long‐Memory GARCH Processes	2004-11-24	Paper
Moments of the ARMA–EGARCH model	2004-03-16	Paper
Inflation and output growth uncertainty and their relationship with inflation and output growth.	2002-07-15	Paper
Prediction in ARMA Models with GARCH in Mean Effects	2001-12-12	Paper
The second moment and the autocovariance function of the squared errors of the GARCH model	1999-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Menelaos Karanasos