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 0 41 0 0 0 81
A New Class of Indirect Estimators and Bias Correction 0 0 1 34 0 0 1 110
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 0 1 1,142
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 0 1 9
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model 0 0 1 55 1 1 7 179
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models 0 0 0 47 0 0 0 201
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 1 125 0 1 2 378
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) 0 1 1 29 0 1 1 20
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) 0 0 1 30 0 0 3 32
Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 33 0 1 3 45
Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 2 0 1 1 32
Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model 0 0 0 0 0 0 0 5
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) 0 0 0 3 0 0 0 33
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 0 37 0 0 0 68
Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models 0 48 48 48 0 12 12 12
Stochastic Expansions and Moment Approximations for Three Indirect Estimators 0 0 1 16 0 0 2 111
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 0 4 23 42
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations 0 0 0 30 0 0 0 69
Total Working Papers 0 49 54 543 1 21 57 2,653

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 0 21
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 0 0 0 549
An event study analysis of outward foreign direct investment: the case of Greece 0 0 0 195 0 0 0 619
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model 0 0 0 12 0 1 4 54
Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model 0 0 1 1 0 0 1 3
Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model 0 0 0 3 0 1 2 25
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model 0 0 0 58 1 4 4 210
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators 0 0 0 3 0 1 1 41
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 1 175 0 0 4 504
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models 0 0 0 60 0 0 0 150
U.K. Stock Market Inefficiencies and the Risk Premium 0 0 0 4 0 1 1 42
Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations 0 0 0 6 1 1 1 28
Total Journal Articles 0 0 2 524 2 9 18 2,283

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2023-05-07