Papers Submitted for Publication  koaladance

(1) and A. Paraskevopoulos.

Explicit and compact representations of the one-sided Green’s function and the solution of Linear difference equations with variable Coefficients“, Green’s Function.pdf 

BUT: First submit your paper for proofreading

and then submit it for publication:

Dilbert3

Papers Soon to be Submitted for Publication koaladance

(1) and A. Canepa, A. Paraskevopoulos.

Forecasting inflation: A GARCH-in-mean-level Model with time varying predictability“, TVGM.pdf

(2) and Y. Xu, S. Yfanti, A. Paraskevopoulos.

The Mixture Multivariate Unrestricted Full Asymmetric GARCH Model with Dynamic Correlations

(3) and R. Baillie, A. Paraskevopoulos and P. Sibbertsen.

A theory for the AR process of infinite order

(4) and N. Campos, P. Koutroumpis.

Finance, institutions and growth in Brazil since 1890: Evidence from a new dataset“, BrazilST2017.pdf

Work in Progress

 

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Other Working Papers koaladance

(1)   and A. Paraskevopoulos, S. Dafnos. “A univariate time varying analysis of periodic ARMA processes‘. PARMA.pdf

(2)   and A. Kartsaklas. “Long-run dependencies in stock volatility and trading volume: evidence from an emerging market“. LongRunDepend2014.pdf