Access Statistics for Antonis Demos

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised) 0 0 0 41 1 2 5 86
A New Class of Indirect Estimators and Bias Correction 0 0 0 34 0 2 5 115
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 0 1 11
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 0 1 1,144
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model 0 1 1 57 0 2 4 185
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA (1) Models 0 0 0 0 1 2 4 4
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models 0 0 1 50 0 0 3 209
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 128 1 2 3 385
Estimation of Asymmetric Stochastic Volatility in Mean Models 0 0 1 60 0 1 6 25
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) 0 0 0 29 0 0 2 22
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) 0 0 0 30 1 1 1 33
Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 1 34 0 1 4 50
Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 2 0 0 1 33
Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 0 0 0 1 7
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 3 0 0 1 35
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 7 0 0 1 49
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 38 0 0 3 75
Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models 0 0 0 48 0 0 1 16
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 1 17 0 1 7 123
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 0 0 0 0 0
Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) 0 0 0 6 1 1 2 38
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 0 2 4 61
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations 0 0 0 30 0 0 2 72
Total Working Papers 0 1 5 614 5 17 62 2,778

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction 0 0 0 2 0 0 1 22
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 0 2 2 554
An event study analysis of outward foreign direct investment: the case of Greece 0 0 0 195 0 1 1 623
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 14 0 1 2 60
Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model 0 0 0 1 1 2 2 5
Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 3 1 1 1 26
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model 0 0 0 58 0 0 2 212
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 3 0 0 1 43
Testing Asset Pricing Models: The Case of Athens Stock Exchange 0 0 0 5 0 0 0 37
Testing for GARCH effects: a one-sided approach 0 1 1 177 0 1 1 507
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models 0 0 0 60 0 1 1 152
U.K. Stock Market Inefficiencies and the Risk Premium 0 0 0 4 0 0 2 44
Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations 0 0 0 7 0 1 3 34
Total Journal Articles 0 1 1 529 2 10 19 2,319

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Statistics updated 2025-10-06