Antonis Demos
Names
| first: |
Antonis |
| last: |
Demos |
Identifer
Contact
| 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 |
Affiliations
-
Athens University of Economics and Business (AUEB)
/ Department of International and European Economic Studies
Research profile
author of:
- Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (RePEc:aue:wpaper:1003)
by Dimitra Kyriakopoulou & Antonis Demos - Stochastic Expansions and Moment Approximations for Three Indirect Estimators (RePEc:aue:wpaper:1004)
by Antonis Demos & Stelios Arvanitis - A New Class of Indirect Estimators and Bias Correction (RePEc:aue:wpaper:1023)
by Antonis Demos & Stelios Arvanitis - Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model (RePEc:aue:wpaper:1108)
by Antonis Demos & Dimitra Kyriakopoulou - Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) (RePEc:aue:wpaper:1215)
by Antonis Demos & Stelios Arvanitis - Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model (RePEc:aue:wpaper:1228)
by Sofia Anyfantaki & Antonis Demos - Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations (RePEc:aue:wpaper:1229)
by Stelios Arvanitis & Antonis Demos - On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) (RePEc:aue:wpaper:1230)
by Antonis Demos & Stelios Arvanitis - On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) (RePEc:aue:wpaper:1330)
by Stelios Arvanitis & Antonis Demos - On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators (RePEc:aue:wpaper:1406)
by Stelios Arvanitis & Antonis Demos - A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised) (RePEc:aue:wpaper:1411)
by Stelios Arvanitis & Antonis Demos - Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model (RePEc:aue:wpaper:1802)
by Antonis Demos & Dimitra Kyriakopoulou - Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) (RePEc:aue:wpaper:1803)
by Antonis Demos & Dimitra Kyriakopoulou - Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) (RePEc:aue:wpaper:1804)
by Antonis Demos & Dimitra Kyriakopoulou - Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models (RePEc:aue:wpaper:2303)
by Antonis Demos - Estimation of Asymmetric Stochastic Volatility in Mean Models (RePEc:aue:wpaper:2309)
by Antonis Demos - An EM Algorithm for Conditionally Heteroscedastic Factor Models (RePEc:bes:jnlbes:v:16:y:1998:i:3:p:357-61)
by Demos, Antonis & Sentana, Enrique - Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models (RePEc:bla:jtsera:v:25:y:2004:i:1:p:1-25)
by Stelios Arvanitis & Antonis Demos - On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators (RePEc:bpj:jecome:v:7:y:2018:i:1:p:38:n:2)
by Arvanitis Stelios & Demos Antonis - Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model (RePEc:bpj:jtsmet:v:11:y:2019:i:1:p:20:n:4)
by Demos Antonis & Kyriakopoulou Dimitra - Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations (RePEc:bpj:jtsmet:v:6:y:2014:i:2:p:53:n:1)
by Arvanitis Stelios & Demos Antonis - Testing for GARCH Effects: A One-Sided Approach (RePEc:cmf:wpaper:wp1996_9611)
by Antonis Demos & Enrique Sentana - An EM Algorithm for Conditionally Heteroskedastic Factor Models (RePEc:cmf:wpaper:wp1996_9615)
by Antonis Demos & Enrique Sentana - Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model (RePEc:cor:louvco:2018007)
by DEMOS Antonis, & KYRIAKOPOULOU Dimitra, - Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (RePEc:cor:louvrp:2983)
by Antonis Demos & Dimitra Kyriakopoulou - Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model (RePEc:ect:emjrnl:v:5:y:2002:i:2:p:345-357)
by Antonis Demos - Testing for GARCH effects: a one-sided approach (RePEc:eee:econom:v:86:y:1998:i:1:p:97-127)
by Demos, Antonis & Sentana, Enrique - An EM Algorithm for Conditionally Heteroskedastic Factor Models (RePEc:fth:cemfdt:9615)
by Demos, A & Sentana, E - Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model (RePEc:hin:jnljps:718647)
by Sofia Anyfantaki & Antonis Demos - U.K. Stock Market Inefficiencies and the Risk Premium (RePEc:mfj:journl:v:11:y:2007:i:1-2:p:97-122)
by Antonis Demos & George Vasillelis - Testing Asset Pricing Models: The Case of Athens Stock Exchange (RePEc:mfj:journl:v:2:y:1998:i:3:p:189-223)
by Antonis Demos & Sofia Parissi - Stochastic Expansions and Moment Approximations for Three Indirect Estimators (RePEc:pra:mprapa:122369)
by Demos, Antonis & Arvanitis, Stelios - Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA (1) Models (RePEc:pra:mprapa:122393)
by Kyriakopoulou, Dimitra & Demos, Antonis - Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model (RePEc:taf:emetrv:v:35:y:2016:i:2:p:293-310)
by Sofia Anyfantaki & Antonis Demos - An event study analysis of outward foreign direct investment: the case of Greece (RePEc:taf:ijecbs:v:11:y:2004:i:3:p:329-348)
by Antonis Demos & Fragkiskos Filippaios & Marina Papanastassiou - A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction (RePEc:wly:emjrnl:v:18:y:2015:i:2:p:200-241)
by Stelios Arvanitis & Antonis Demos