Mantalos, P.
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1

On improved volatility modelling by fitting skewness in ARC..:

Mantalos, P. ; Karagrigoriou, A. ; Střelec, L....
Journal of Applied Statistics.  47 (2019)  6 - p. 1031-1063 , 2019
 
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3

Bootstrapping the augmented Dickey–Fuller test for unit roo..:

Mantalos, P. ; Karagrigoriou, A.
Journal of Statistical Computation and Simulation.  82 (2012)  3 - p. 431-443 , 2012
 
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4

Hybrid bootstrap aided unit root testing:

Jentsch, C. ; Kreiss, J.-P. ; Mantalos, P..
Computational Statistics.  27 (2011)  4 - p. 779-797 , 2011
 
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5

An Improved Divergence Information Criterion for the Determ..:

Mantalos, P. ; Mattheou, K. ; Karagrigoriou, A.
Communications in Statistics - Simulation and Computation.  39 (2010)  5 - p. 865-879 , 2010
 
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6

Forecasting ARMA models: a comparative study of information..:

Mantalos, P. ; Mattheou, K. ; Karagrigoriou, A.
Journal of Statistical Computation and Simulation.  80 (2010)  1 - p. 61-73 , 2010
 
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10

The effect of the GARCH (1,1) on autocorrelation tests in d..:

, In: Applied economics
Mantalos, Panagiotis. (2005)  16 - p. 1907-1913
Copies: Zentrale;
 
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