Details about Alexandros Louka

Access statistics for papers by Alexandros Louka.

Last updated 2024-03-08. Update your information in the RePEc Author Service.

Short-id: plo571

Working Papers

2022

1. Money under the mattress: economic crisis and crime
   Working Papers, Bank of Greece View citations (1)

2021

2. Evaluating the Impact of Labour Market Reforms in Greece during 2010-2018
   GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2021)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)

2017

3. Limits for the Gaussian QMLE in the Non-Stationary GARCH(1,1) Mod
   Working Papers, Athens University Of Economics and Business, Department of Economics
4. MARTINGALE TRANSFORMS WITH MIXED STABLE LIMITS AND THE QMLE FOR CONDITIONALLY ETEROSKEDASTIC MODELS
   Working Papers, Athens University Of Economics and Business, Department of Economics View citations (2)
   Also in Working Papers, Athens University Of Economics and Business, Department of Economics (2015)

2015

5. A CLT For Martingale Transforms With Infinite Variance
   Working Papers, Athens University Of Economics and Business, Department of Economics
   See also Journal Article A CLT for martingale transforms with infinite variance, Statistics & Probability Letters, Elsevier (2016) (2016)

2014

6. Limit Theory of the qmile in the non-stationary arch (1) MODEL
   Working Papers, Athens University Of Economics and Business, Department of Economics

Journal Articles

2024

1. Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance
   Communications in Statistics - Theory and Methods, 2024, 53, (5), 1684-1699

2022

2. Trends in total factor productivity in Greece and its determinants during the period 2005-2019
   Economic Bulletin, 2022, (56), 7-43 View citations (1)

2017

3. Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model
   Economics Letters, 2017, 161, (C), 135-137 View citations (3)

2016

4. A CLT for martingale transforms with infinite variance
   Statistics & Probability Letters, 2016, 119, (C), 116-123
   See also Working Paper A CLT For Martingale Transforms With Infinite Variance, Working Papers (2015) (2015)
5. A Note on the QMLE Limit Theory in the Non-stationary ARCH(1) Model
   Journal of Time Series Econometrics, 2016, 8, (1), 21-39

2015

6. Limit Theory for the QMLE of the GQARCH (1,1) Model
   Communications in Statistics - Theory and Methods, 2015, 44, (17), 3549-3575