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 3 6 21 104
A New Class of Indirect Estimators and Bias Correction 0 0 0 34 2 3 11 124
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 2 2 6 1,150
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 1 1 11 21
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model 0 0 1 57 9 9 22 205
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA (1) Models 0 0 0 0 0 0 9 11
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models 0 0 0 50 2 5 11 220
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 128 3 11 33 416
Estimation of Asymmetric Stochastic Volatility in Mean Models 0 0 0 60 2 6 15 39
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) 0 0 0 29 2 5 13 35
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) 0 0 0 30 1 2 4 36
Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 34 3 6 13 61
Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 2 0 3 14 47
Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 0 0 0 2 9
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 7 2 3 8 57
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 3 2 2 8 43
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 38 2 4 14 88
Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models 0 0 0 48 1 5 11 27
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 0 0 1 4 4
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 17 4 4 9 131
Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) 0 0 0 6 0 2 7 44
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 7 7 16 74
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations 0 0 0 30 7 8 16 88
Total Working Papers 0 0 1 614 55 95 278 3,034

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 1 1 4 26
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 3 3 8 560
An event study analysis of outward foreign direct investment: the case of Greece 0 0 2 197 1 3 10 632
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 14 3 4 13 71
Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model 0 0 0 1 4 6 14 17
Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 3 3 6 14 39
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model 0 0 0 58 2 2 9 221
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 3 2 5 9 52
Testing Asset Pricing Models: The Case of Athens Stock Exchange 0 0 0 5 2 3 10 47
Testing for GARCH effects: a one-sided approach 0 0 1 177 2 3 10 516
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models 0 0 0 60 2 4 9 160
U.K. Stock Market Inefficiencies and the Risk Premium 0 1 1 5 2 4 12 56
Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations 0 0 0 7 0 1 8 40
Total Journal Articles 0 1 4 532 27 45 130 2,437

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Statistics updated 2026-05-06