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 0 0 0 81
A New Class of Indirect Estimators and Bias Correction 0 0 1 34 0 0 1 110
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 0 1 1,142
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 0 1 9
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model 0 0 1 55 1 1 7 179
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models 0 0 0 47 0 0 0 201
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 1 125 0 1 2 378
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) 0 1 1 29 0 1 1 20
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) 0 0 1 30 0 0 3 32
Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 33 0 1 3 45
Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 2 0 1 1 32
Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 0 0 0 0 5
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 3 0 0 0 33
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 7 0 0 0 48
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 37 0 0 0 68
Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models 0 48 48 48 0 12 12 12
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 1 16 0 0 2 111
Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) 0 0 0 6 0 0 0 36
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 0 4 23 42
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations 0 0 0 30 0 0 0 69
Total Working Papers 0 49 54 543 1 21 57 2,653


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 0 0 21
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 0 0 0 549
An event study analysis of outward foreign direct investment: the case of Greece 0 0 0 195 0 0 0 619
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 12 0 1 4 54
Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model 0 0 1 1 0 0 1 3
Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 3 0 1 2 25
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model 0 0 0 58 1 4 4 210
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 3 0 1 1 41
Testing Asset Pricing Models: The Case of Athens Stock Exchange 0 0 0 5 0 0 0 37
Testing for GARCH effects: a one-sided approach 0 0 1 175 0 0 4 504
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models 0 0 0 60 0 0 0 150
U.K. Stock Market Inefficiencies and the Risk Premium 0 0 0 4 0 1 1 42
Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations 0 0 0 6 1 1 1 28
Total Journal Articles 0 0 2 524 2 9 18 2,283


Statistics updated 2023-05-07