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 4 85
A New Class of Indirect Estimators and Bias Correction 0 0 0 34 1 1 4 114
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 1 2 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 1 1 2 57 1 1 4 184
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA (1) Models 0 0 0 0 0 0 2 2
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models 0 0 2 50 0 0 5 209
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 128 1 1 2 384
Estimation of Asymmetric Stochastic Volatility in Mean Models 0 0 1 60 1 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 0 0 0 32
Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 1 34 1 2 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 1 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 1 1 8 123
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 0 0 1 37
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 1 2 3 60
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations 0 0 0 30 0 0 2 72
Total Working Papers 1 1 7 614 8 13 58 2,769

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 1 1 2 553
An event study analysis of outward foreign direct investment: the case of Greece 0 0 0 195 0 0 0 622
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 14 1 2 2 60
Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model 0 0 0 1 1 1 1 4
Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 3 0 0 0 25
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 1 1 1 177 1 1 1 507
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models 0 0 0 60 1 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 2 33
Total Journal Articles 1 1 1 529 5 7 15 2,314

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Statistics updated 2025-08-05