Alexandros Paraskevopoulos

The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras

Researcher

Patra

Greece

SCHOLARLY PAPERS

3

DOWNLOADS

231

CITATIONS

4

Scholarly Papers (3)

1.

Modelling Returns and Volatilities During Financial Crises: A Time Varying Coefficient Approach

Number of pages: 36 Posted: 29 Mar 2014
Brunel University London - Economics and Finance, The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras, University of Sussex -University of Sussex Business School, Aston University and Brunel University London
Downloads 114 (240,692)
Citation 1

Abstract:

Loading...

financial crisis, stochastic difference equations, structural breaks, time varying coefficients, volatility spillovers

2.

A Univariate Time Varying Analysis of Periodic ARMA Processes

Number of pages: 26 Posted: 21 Mar 2014 Last Revised: 22 Mar 2014
Menelaos Karanasos, Alexandros Paraskevopoulos and Stavros Dafnos
Brunel University London - Economics and Finance, The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras and Brunel University London - Department of Social Sciences, Media and Communications
Downloads 67 (335,489)
Citation 2

Abstract:

Loading...

covariance structure, homogeneous and particular solutions, optimal predictors, periodic ARMA models

3.

The Fundamental Properties of Time Varying AR Models with Non Stochastic Coefficients

Number of pages: 31 Posted: 21 Mar 2014
Menelaos Karanasos, Alexandros Paraskevopoulos and Stavros Dafnos
Brunel University London - Economics and Finance, The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras and Brunel University London - Department of Social Sciences, Media and Communications
Downloads 50 (386,328)
Citation 1

Abstract:

Loading...

abrupt breaks, covariance structure, cyclical processes, homogeneous and particular solutions, optimal predictors, periodic AR models