Professor Menelaos Karanasos
Divisional Lead / Professor - Accountancy & Finance
Marie Jahoda 249
- Email: menelaos.karanasos@brunel.ac.uk
- Tel: +44 (0)1895 265284
- Accountancy and Finance
- Economics and Finance
- College of Business, Arts and Social Sciences
Karanasos, M., Psaradakis, Z. and Sola, M. (2004) 'On the autocorrelation properties of long-memory GARCH processes'. Journal of Time Series Analysis, 25 (2). pp. 265 - 281. ISSN: 0143-9782
Fountas, S., Ioannidis, A. and Karanasos, M. (2004) 'Inflation, inflation uncertainty and a common European monetary policy'. Manchester School, 72 (2). pp. 221 - 242. ISSN: 1463-6786
Fountas, S., Karanasos, M. and Kim, J. (2002) 'Inflation and output growth uncertainty and their relationship with inflation and output growth'. Economics Letters, 75 (3). pp. 293 - 301. ISSN: 0165-1765
Karanasos, M. (2001) 'Prediction in ARMA models with Garch in mean effects'. Journal of Time Series Analysis, 22 (5). pp. 555 - 576. ISSN: 0143-9782
Karanasos, M. (2000) 'A new method for obtaining the autocovariance of an Arma model: An exact form solution - Acknowledgment of priority and correction'. Econometric Theory, 16 (2). pp. 280 - 282. ISSN: 0266-4666
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 (5). pp. 622 - 640. ISSN: 0266-4666