Výsledky vyhledávání - "Karanasos, M"

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A unified theory for ARMA models with varying coefficients: One solution fits all

Autor: Karanasos, M., Paraskevopoulos, A., Magdalinos, T., Canepa, A.

For the large family of ARMA models with variable coefficients (TV-ARMA), either deterministic or stochastic, we provide an explicit and computationally tractable representation based on the general solution of the associated linear difference equati

Externí odkaz: http://arxiv.org/abs/2110.06168

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Explicit and compact representations for the Green's function and the Solution of Linear Difference Equations with variable coefficients

Autor: Paraskevopoulos, A. G., Karanasos, M.

Leibniz' combinatorial formula for determinants is modified to establish a condensed and easily handled compact representation for Hessenbergians, referred to here as Leibnizian representation. Alongside, the elements of a fundamental solution set as

Externí odkaz: http://arxiv.org/abs/1906.07130

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Akademický článek

On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities

Autor: Karanasos, M., Yfanti, S.

Publikováno v: In Journal of International Financial Markets, Institutions & Money September 2021 74

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Akademický článek

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A closed form to the general solution of linear difference equations with variable coefficients

Autor: Paraskevopoulos, A. G., Karanasos, M.

The determinant of a lower Hessenberg matrix (Hessenbergian) is expressed as a sum of signed elementary products indexed by initial segments of nonnegative integers. A closed form alternative to the recurrence expression of Hessenbergians is thus obt

Externí odkaz: http://arxiv.org/abs/1412.8521

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