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 1 40 0 0 4 69
A New Class of Indirect Estimators and Bias Correction 0 0 0 33 0 1 2 103
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 1 7 1,139
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 0 1 3
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model 0 0 1 52 1 1 10 167
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models 0 0 0 47 1 1 6 198
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 1 2 123 0 2 5 368
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) 0 0 0 28 0 1 3 15
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) 0 0 0 27 0 3 5 24
Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 1 32 0 2 8 37
Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 1 2 0 2 9 26
Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 0 0 0 2 2
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 7 0 0 4 45
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 2 0 0 1 30
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 36 0 0 2 61
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 15 1 2 4 106
Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) 0 0 0 6 0 0 1 32
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 1 1 5 7
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations 0 0 0 30 1 1 2 66
Total Working Papers 0 1 6 480 5 18 81 2,498


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 1 0 0 2 19
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 0 0 2 544
An event study analysis of outward foreign direct investment: the case of Greece 0 0 0 195 0 0 6 617
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 1 2 12 0 3 6 46
Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model 0 0 0 0 0 0 1 1
Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 1 2 1 3 7 15
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model 1 1 1 57 1 1 3 199
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 3 0 1 5 31
Testing Asset Pricing Models: The Case of Athens Stock Exchange 0 0 0 4 0 1 3 23
Testing for GARCH effects: a one-sided approach 0 0 0 170 0 1 4 494
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models 0 0 0 60 0 1 1 150
U.K. Stock Market Inefficiencies and the Risk Premium 0 0 0 4 0 0 3 35
Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations 0 0 0 6 0 0 1 21
Total Journal Articles 1 2 4 514 2 11 44 2,195


Statistics updated 2020-11-03