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Disambiguation of "Karanasos, Menelaos"

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A re-examination of the asymmetric power ARCH model

, and . Journal of Empirical Finance, 13 (1): 113--128 (January 2006)

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Menelaos Margaritidis

Konstantinos Karanasos

Menelaos Zalumis

Menelaos Panagiotidis

Menelaos Zafrakas

 

Other publications of authors with the same name

Inflation and output growth uncertainty and their relationship with inflation and output growth, , and . Economics Letters, 75 (3): 293--301 (May 2002)On the Autocorrelation Properties of Long-Memory GARCH Processes, , and . Journal of Time Series Analysis, 25 (2): 265--282 (61 03 2004)doi: 10.1046/j.0143-9782.2003.00349.x.A re-examination of the asymmetric power ARCH model, and . Journal of Empirical Finance, 13 (1): 113--128 (January 2006)The impulse response function of the long memory GARCH process, and . Economics Letters, 90 (1): 34--41 (January 2006)Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7, and . Journal of International Money and Finance, 26 (2): 229--250 (March 2007)The relationship between economic growth and real uncertainty in the G3, and . Economic Modelling, 23 (4): 638--647 (July 2006)The second moment and the autocovariance function of the squared errors of the GARCH model. Journal of Econometrics, 90 (1): 63--76 (May 1999)Prediction in ARMA Models with GARCH in Mean Effects. Journal of Time Series Analysis, 22 (5): 555--576 (244 09 2001)doi: 10.1111/1467-9892.00241.