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 1 4 9 90
A New Class of Indirect Estimators and Bias Correction 0 0 0 34 0 1 6 116
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 1 2 12
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 1 2 1,145
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model 0 0 1 57 0 7 11 192
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA (1) Models 0 0 0 0 1 3 7 7
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models 0 0 0 50 2 3 5 212
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 128 2 5 7 390
Estimation of Asymmetric Stochastic Volatility in Mean Models 0 0 1 60 4 6 11 31
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) 0 0 0 29 0 2 4 24
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) 0 0 0 30 0 0 1 33
Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 1 34 1 3 7 53
Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 2 3 4 5 37
Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 0 0 1 2 8
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 3 3 4 5 39
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 7 0 2 3 51
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 38 1 5 8 80
Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models 0 0 0 48 1 3 4 19
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 0 0 1 1 1
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 0 17 1 2 8 125
Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) 0 0 0 6 1 2 4 40
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 6 6 10 67
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations 0 0 0 30 2 4 6 76
Total Working Papers 0 0 3 614 29 70 128 2,848

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 1 1 1 23
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 2 2 4 556
An event study analysis of outward foreign direct investment: the case of Greece 0 1 1 196 1 4 5 627
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 14 0 5 7 65
Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model 0 0 0 1 0 0 2 5
Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 3 1 2 3 28
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model 0 0 0 58 1 3 5 215
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 3 2 2 2 45
Testing Asset Pricing Models: The Case of Athens Stock Exchange 0 0 0 5 0 5 5 42
Testing for GARCH effects: a one-sided approach 0 0 1 177 0 2 3 509
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models 0 0 0 60 0 3 4 155
U.K. Stock Market Inefficiencies and the Risk Premium 0 0 0 4 3 6 8 50
Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations 0 0 0 7 0 1 4 35
Total Journal Articles 0 1 2 530 11 36 53 2,355

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Statistics updated 2026-01-09