All Stories

  1. Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model

    Article • Journal of Time Series Econometrics, October 2018, De Gruyter

    Professor Antonis Angelos Demos

  2. A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction

    Article • Econometrics Journal, June 2015, Oxford University Press (OUP)

    Professor Antonis Angelos Demos

  3. Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model

    Article • Econometric Reviews, November 2014, Taylor & Francis

    Professor Antonis Angelos Demos

  4. Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations

    Article • Journal of Time Series Econometrics, January 2014, De Gruyter

    Professor Antonis Angelos Demos

  5. Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models

    Article • Communication in Statistics- Theory and Methods, May 2013, Taylor & Francis

    Professor Antonis Angelos Demos

  6. Asymptotic Normality of the QMLEs in the EGARCH(1,1) Model

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Professor Antonis Angelos Demos

  7. Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model

    Article • Journal of Probability and Statistics, January 2011, Hindawi Publishing Corporation

    Professor Antonis Angelos Demos

  8. Asymptotic Expansions of MM-type and QML Estimators for the MA(1) with Mean Models

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Professor Antonis Angelos Demos

  9. U.K. Stock Market Inefficiencies and the Risk Premium

    Article • Multinational Finance Journal, June 2007, Global Business Publications

    Professor Antonis Angelos Demos

  10. An event study analysis of outward foreign direct investment: the case of Greece

    Article • International Journal of the Economics of Business, November 2004, Taylor & Francis

    Professor Antonis Angelos Demos

  11. Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models

    Article • Journal of Time Series Analysis, January 2004, Wiley

    Professor Antonis Angelos Demos

  12. Moments and dynamic structure of a time‐varying parameter stochastic volatility in mean model

    Article • Econometrics Journal, December 2002, Oxford University Press (OUP)

    Professor Antonis Angelos Demos

  13. Testing for GARCH effects: a one-sided approach

    Article • Journal of Econometrics, September 1998, Elsevier

    Professor Antonis Angelos Demos

  14. Testing Asset Pricing Models: The Case of Athens Stock Exchange

    Article • Multinational Finance Journal, September 1998, Global Business Publications

    Professor Antonis Angelos Demos

  15. An EM Algorithm for Conditionally Heteroscedastic Factor Models

    Article • Journal of Business and Economic Statistics, July 1998, JSTOR

    Professor Antonis Angelos Demos

  16. An EM Algorithm for Conditionally Heteroscedastic Factor Models

    Article • Journal of Business and Economic Statistics, July 1998, Taylor & Francis

    Professor Antonis Angelos Demos

  17. The interaction between the frequency of market quotations, spread and volatility in the foreign exchange market

    Article • Applied Economics, March 1996, Taylor & Francis

    Professor Antonis Angelos Demos

  18. Risk and Return in January: Some UK Evidence

    Article • January 1994, Springer Science + Business Media

    Professor Antonis Angelos Demos