BMRC
Fountas, S., Karanasos, M. and Karanassou, M. (2000) 'GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback.'.
Fountas, S., Karanasos, M. and Karanassou, M. (2000) 'A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback'.
Coto-Martinez, J. and Dixon, H. (1999) 'Fiscal Policy in an Imperfectly Competitive Dynamic Small Open Economy'. University of York.
Karanasos, M. (1999) 'The second moment and the autocovariance function of the squared errors of the GARCH model'. Journal of Econometrics, 90 (1). pp. 63 - 76. ISSN: 0304-4076
Karanasos, M. (1998) 'A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA MODEL: AN EXACT FORM SOLUTION'. Econometric Theory, 14 (05). pp. 622 - 640.
Karanasos, M. (1998) 'The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model'.
Karanasos, M. (1998) 'A new method for obtaining the autocovariance of an arma model: An exact form solution'. Econometric Theory, 14 (5). pp. 622 - 640. ISSN: 0266-4666