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Details about Antonis Demos

E-mail:
Phone:+30-1-8203451
Postal address:Athens University of Economics and Business Dept. of International and European Economic Studies 76 Patision Str. Athens 10434 Greece
Workplace:Department of International and European Economic Studies, Athens University of Economics and Business (AUEB), (more information at EDIRC)

Access statistics for papers by Antonis Demos.

Last updated 2017-04-06. Update your information in the RePEc Author Service.

Short-id: pde48


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Working Papers

2014

  1. A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)
    DEOS Working Papers, Athens University of Economics and Business Downloads
  2. On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators
    DEOS Working Papers, Athens University of Economics and Business Downloads View citations (1)

2013

  1. On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)
    DEOS Working Papers, Athens University of Economics and Business Downloads View citations (1)
    Also in DEOS Working Papers, Athens University of Economics and Business (2012) Downloads

2012

  1. Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model
    DEOS Working Papers, Athens University of Economics and Business Downloads
  2. Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix)
    DEOS Working Papers, Athens University of Economics and Business Downloads
  3. Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations
    DEOS Working Papers, Athens University of Economics and Business Downloads View citations (5)

2010

  1. A New Class of Indirect Estimators and Bias Correction
    DEOS Working Papers, Athens University of Economics and Business Downloads View citations (1)
  2. Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model
    DEOS Working Papers, Athens University of Economics and Business Downloads View citations (1)
  3. Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models
    DEOS Working Papers, Athens University of Economics and Business Downloads View citations (5)
  4. Stochastic Expansions and Moment Approximations for Three Indirect Estimators
    DEOS Working Papers, Athens University of Economics and Business Downloads View citations (4)

1996

  1. An EM Algorithm for Conditionally Heteroskedastic Factor Models
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (4)
    See also Journal Article in Journal of Business & Economic Statistics (1998)

Journal Articles

2015

  1. A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction
    Econometrics Journal, 2015, 18, (2), 200-241 Downloads

2014

  1. Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations
    Journal of Time Series Econometrics, 2014, 6, (2), 53 Downloads View citations (1)

2007

  1. U.K. Stock Market Inefficiencies and the Risk Premium
    Multinational Finance Journal, 2007, 11, (1-2), 97-122 Downloads

2004

  1. An event study analysis of outward foreign direct investment: the case of Greece
    International Journal of the Economics of Business, 2004, 11, (3), 329-348 Downloads View citations (2)
  2. Time Dependence and Moments of a Family of Time-Varying Parameter Garch in Mean Models
    Journal of Time Series Analysis, 2004, 25, (1), 1-25 Downloads View citations (7)

2002

  1. Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model
    Econometrics Journal, 2002, 5, (2), 345-357 Downloads View citations (15)

1998

  1. An EM Algorithm for Conditionally Heteroscedastic Factor Models
    Journal of Business & Economic Statistics, 1998, 16, (3), 357-61 View citations (7)
    See also Working Paper (1996)
  2. Testing Asset Pricing Models: The Case of Athens Stock Exchange
    Multinational Finance Journal, 1998, 2, (3), 189-223 Downloads View citations (2)
  3. Testing for GARCH effects: a one-sided approach
    Journal of Econometrics, 1998, 86, (1), 97-127 Downloads View citations (37)
 
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