On the origins of high persistence in GARCH-models (2009)
Krämer, Walter, Azamo, Baudouin Tameze, Christou, Konstantinos
The estimated persistence in various types of GARCH-models is known to be too large when the parameters of the model undergo structural changes somewhere in the sample. The present paper adds further...
Bilanakis, Nikolaos, Christou, Konstantinos, Kalabokis, Ghiorgos, Goulia, Panagiota, Mavreas, Venetsanos
No abstract available.
Difficulties in solving algebra story problems with secondary pupils / (2001)
M. Sc. thesis submitted to the Centre for Science Education, University of Glasgow, 2001.