Karanasos, M., "Matrix Inequality Constraints for Vector Asymmetric Power HEAVY (or GARCH or MEM) Models and some New Mixture Formulations"

    Room A36
    Host: Panagiotis Konstantinou

    Menelaos Karanasos, Professor in Financial Economics, Brunel University

    Date: 
    02/06/2016 - 15:30 to 17:00
    Research Seminar Series
    Spring Semester 2015-2016