Access Statistics for Antonis Demos

Author contact details at EconPapers.

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 39 0 0 5 65
A New Class of Indirect Estimators and Bias Correction 0 0 0 33 0 0 2 101
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 2 4 7 1,136
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model 0 0 1 51 3 5 9 162
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models 0 0 0 47 2 2 4 194
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 1 1 2 122 1 2 9 365
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) 0 0 0 28 1 1 2 13
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) 0 0 1 27 1 1 4 20
Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 3 31 3 4 13 33
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 7 1 2 3 43
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 1 2 0 0 2 29
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 36 1 1 3 60
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 15 0 0 3 102
Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) 0 0 0 6 1 1 1 32
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations 0 0 0 30 1 1 4 65
Total Working Papers 1 1 9 474 17 24 71 2,420


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 1 1 2 2 3 19
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 0 0 5 542
An event study analysis of outward foreign direct investment: the case of Greece 0 0 0 195 1 1 4 612
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 1 2 11 0 1 6 41
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model 0 0 0 56 1 1 3 197
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 2 3 2 2 16 28
Testing Asset Pricing Models: The Case of Athens Stock Exchange 0 0 0 4 1 1 6 21
Testing for GARCH effects: a one-sided approach 0 0 1 170 0 1 7 491
Time Dependence and Moments of a Family of Time-Varying Parameter Garch in Mean Models 0 0 0 60 0 0 0 149
U.K. Stock Market Inefficiencies and the Risk Premium 0 0 0 4 0 0 3 32
Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations 0 0 0 6 0 0 2 20
Total Journal Articles 0 1 6 510 7 9 55 2,152


Statistics updated 2020-02-04