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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 0 4 21 105
A New Class of Indirect Estimators and Bias Correction 0 0 0 34 0 2 11 124
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 3 12 23
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 3 7 1,151
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model 0 0 1 57 0 9 22 205
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA (1) Models 0 0 0 0 1 1 10 12
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models 0 0 0 50 0 4 13 222
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 128 1 5 35 418
Estimation of Asymmetric Stochastic Volatility in Mean Models 0 0 0 60 2 6 19 43
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) 0 0 0 29 0 3 14 36
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) 0 0 0 30 0 1 4 36
Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 34 0 3 12 61
Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 2 0 0 14 47
Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 0 0 1 3 10
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 3 0 2 8 43
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 7 1 4 10 59
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 38 0 2 13 88
Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models 0 0 0 48 1 4 14 30
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 0 0 1 5 5
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 17 0 6 11 133
Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) 0 0 0 6 0 1 8 45
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 0 7 15 74
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations 0 0 0 30 0 8 17 89
Total Working Papers 0 0 1 614 6 80 298 3,059

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 1 4 26
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 0 3 8 560
An event study analysis of outward foreign direct investment: the case of Greece 0 0 2 197 0 3 12 634
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 14 0 4 13 72
Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model 0 0 0 1 2 6 16 19
Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 3 0 3 14 39
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model 0 0 0 58 0 2 9 221
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 3 0 2 9 52
Testing Asset Pricing Models: The Case of Athens Stock Exchange 0 0 0 5 0 2 10 47
Testing for GARCH effects: a one-sided approach 0 0 1 177 1 4 12 518
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models 0 0 0 60 0 2 9 160
U.K. Stock Market Inefficiencies and the Risk Premium 0 0 1 5 0 2 12 56
Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations 0 0 0 7 0 0 7 40
Total Journal Articles 0 0 4 532 3 34 135 2,444

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Statistics updated 2026-07-10