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 9 17 98
A New Class of Indirect Estimators and Bias Correction 0 0 0 34 1 6 11 122
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 3 4 1,148
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 8 10 20
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model 0 0 1 57 0 4 14 196
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA (1) Models 0 0 0 0 0 5 10 11
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models 0 0 0 50 1 6 8 216
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 128 5 22 27 410
Estimation of Asymmetric Stochastic Volatility in Mean Models 0 0 1 60 3 9 14 36
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) 0 0 0 29 3 9 12 33
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) 0 0 0 30 0 1 2 34
Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 1 34 1 4 9 56
Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 2 2 12 13 46
Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 0 0 1 2 9
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 7 0 3 6 54
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 3 0 5 7 41
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 38 0 5 11 84
Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models 0 0 0 48 2 6 9 24
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 17 0 3 9 127
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 0 0 2 3 3
Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) 0 0 0 6 1 4 7 43
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 0 6 9 67
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations 0 0 0 30 0 6 9 80
Total Working Papers 0 0 3 614 19 139 223 2,958

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 3 3 25
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 0 3 5 557
An event study analysis of outward foreign direct investment: the case of Greece 0 1 2 197 1 4 8 630
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 14 1 3 10 68
Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model 0 0 0 1 2 8 10 13
Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 3 1 7 9 34
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model 0 0 0 58 0 5 9 219
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 3 1 5 5 48
Testing Asset Pricing Models: The Case of Athens Stock Exchange 0 0 0 5 1 3 8 45
Testing for GARCH effects: a one-sided approach 0 0 1 177 1 5 8 514
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models 0 0 0 60 0 1 5 156
U.K. Stock Market Inefficiencies and the Risk Premium 1 1 1 5 2 7 12 54
Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations 0 0 0 7 1 5 8 40
Total Journal Articles 1 2 4 532 11 59 100 2,403

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Statistics updated 2026-03-04