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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 0 34 0 1 1 111
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 1 1 1 1,144
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 0 1 10
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model 0 0 1 56 1 1 2 182
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA (1) Models 0 0 0 0 1 1 1 1
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models 0 0 3 50 1 1 5 208
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 128 0 0 1 383
Estimation of Asymmetric Stochastic Volatility in Mean Models 0 0 0 59 1 2 6 22
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) 0 0 0 29 1 1 1 21
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) 0 0 0 30 0 0 0 32
Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 33 1 1 1 47
Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 2 0 1 1 33
Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 0 1 1 1 7
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 3 0 0 0 34
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 1 38 1 1 3 73
Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models 0 0 0 48 0 0 0 15
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 1 17 1 1 4 118
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 0 0 0 0 0
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 1 1 2 58
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations 0 0 0 30 1 1 2 71
Total Working Papers 0 0 6 611 12 15 33 2,735

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 1 22
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 0 0 1 552
An event study analysis of outward foreign direct investment: the case of Greece 0 0 0 195 0 0 0 622
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 14 0 0 0 58
Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model 0 0 0 1 0 0 0 3
Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 3 0 0 0 25
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model 0 0 0 58 0 0 0 210
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 3 0 1 2 43
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 0 176 0 0 1 506
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models 0 0 0 60 0 0 1 151
U.K. Stock Market Inefficiencies and the Risk Premium 0 0 0 4 0 0 0 42
Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations 0 0 0 7 1 1 2 32
Total Journal Articles 0 0 0 528 1 2 8 2,303

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Statistics updated 2025-03-03