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) 1 1 1 42 2 2 22 107
A New Class of Indirect Estimators and Bias Correction 0 0 0 34 1 1 10 125
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 1 1 8 1,152
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 2 2 14 25
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model 0 0 0 57 1 1 21 206
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA (1) Models 0 0 0 0 3 5 13 16
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models 0 0 0 50 1 1 14 223
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 128 1 2 35 419
Estimation of Asymmetric Stochastic Volatility in Mean Models 0 0 0 60 1 3 19 44
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) 0 0 0 29 1 1 15 37
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) 0 0 0 30 1 1 5 37
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 1 1 4 11
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 3 1 1 9 44
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 7 0 1 10 59
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 38 1 1 14 89
Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models 0 0 0 48 3 4 17 33
Statistical Properties of Two Asymmetric Stochastic Volatility in Power Mean Models 0 0 1 5 1 2 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 0 0 10 133
Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) 0 0 0 6 0 0 8 45
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 1 1 14 75
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations 0 0 0 30 1 1 18 90
Total Working Papers 1 1 2 620 24 32 329 3,105

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 19 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 0 0 2 197 0 0 11 634
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 14 0 0 12 72
Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model 0 0 0 1 0 2 15 19
Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 3 4 4 18 43
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model 0 0 0 58 1 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 3 13 520
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models 0 0 0 60 1 1 9 161
U.K. Stock Market Inefficiencies and the Risk Premium 0 0 1 5 0 2 14 58
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 0 0 3 532 25 32 156 2,473

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Statistics updated 2026-09-10