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 1 1 39 0 2 4 63
A New Class of Indirect Estimators and Bias Correction 0 0 0 33 0 0 1 99
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 0 7 1,131
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model 0 0 3 51 0 0 13 157
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models 0 0 0 47 0 1 3 191
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 2 121 0 1 6 359
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) 0 0 0 28 0 1 1 12
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) 0 1 1 27 0 2 4 18
Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 2 3 31 2 6 12 28
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 7 0 0 6 41
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 1 1 1 2 1 1 2 29
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 36 0 0 2 58
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 15 0 0 2 100
Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) 0 0 0 6 0 0 0 31
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations 0 0 0 30 0 0 4 64
Total Working Papers 1 5 11 473 3 14 67 2,381


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 1 1 1 0 1 2 17
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 1 1 5 540
An event study analysis of outward foreign direct investment: the case of Greece 0 0 1 195 2 2 5 611
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 1 10 0 1 8 39
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model 0 0 0 56 0 0 0 194
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 1 2 2 3 3 5 9 20
Testing Asset Pricing Models: The Case of Athens Stock Exchange 0 0 0 4 1 3 5 19
Testing for GARCH effects: a one-sided approach 0 1 2 170 1 3 6 488
Time Dependence and Moments of a Family of Time-Varying Parameter Garch in Mean Models 0 0 0 60 0 0 0 149
U.K. Stock Market Inefficiencies and the Risk Premium 0 0 0 4 0 0 2 30
Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations 0 0 0 6 0 0 0 18
Total Journal Articles 1 4 7 509 8 16 42 2,125


Statistics updated 2019-09-09