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 42 0 2 21 107
A New Class of Indirect Estimators and Bias Correction 0 0 0 34 0 1 10 125
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 1 3 15 26
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 1 8 1,152
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model 0 0 0 57 0 1 21 206
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA (1) Models 0 0 0 0 0 4 12 16
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models 0 0 0 50 0 1 14 223
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 128 0 1 34 419
Estimation of Asymmetric Stochastic Volatility in Mean Models 0 0 0 60 0 1 19 44
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) 0 0 0 29 0 1 15 37
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) 0 0 0 30 1 2 5 38
Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 34 0 0 11 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 4 11
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 3 0 1 9 44
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 7 0 0 10 59
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 38 2 3 16 91
Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models 0 0 0 48 0 3 17 33
Statistical Properties of Two Asymmetric Stochastic Volatility in Power Mean Models 0 0 1 5 0 1 19 22
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 0 0 0 5 5
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 17 1 1 11 134
Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) 0 0 0 6 2 2 9 47
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 0 1 14 75
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations 0 0 0 30 0 1 18 90
Total Working Papers 0 1 2 620 7 32 331 3,112

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 19 23 45
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 0 0 6 560
An event study analysis of outward foreign direct investment: the case of Greece 1 1 3 198 1 1 12 635
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 14 1 1 13 73
Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model 0 0 0 1 0 0 14 19
Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 3 0 4 17 43
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model 0 0 0 58 0 1 10 222
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 3 0 0 9 52
Testing Asset Pricing Models: The Case of Athens Stock Exchange 0 0 0 5 0 0 10 47
Testing for GARCH effects: a one-sided approach 0 0 0 177 0 2 13 520
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models 0 0 0 60 0 1 9 161
U.K. Stock Market Inefficiencies and the Risk Premium 1 1 2 6 1 3 15 59
Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations 0 0 0 7 0 0 6 40
Total Journal Articles 2 2 5 534 3 32 157 2,476

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Statistics updated 2026-10-11