| Handle |
Title |
Author(s) |
| 2546 |
Statistical Properties of Two Asymmetric Stochastic Volatility in Power Mean Models |
Demos, A. |
| 2309 |
Estimation of Asymmetric Stochastic Volatility in Mean Models |
Demos, A. |
| 2303 |
Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models |
Demos, A. |
| 1804 |
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) |
Demos, A. and Kyriakopoulou, D. |
| 1803 |
Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) |
Demos, A. and Kyriakopoulou, D. |
| 1802 |
Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model |
Demos, A. and Kyriakopoulou, D. |
| 1411 |
A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised) |
Arvanitis, S. and Demos, A. |
| 1406 |
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators |
Arvanitis, S. and Demos, A. |
| 1330 |
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) |
Arvanitis, S. and Demos, A. |
| 1230 |
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) |
Arvanitis, S. and Demos, A. |
| 1229 |
Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations |
Arvanitis, S. and Demos, A. |
| 1228 |
Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model |
Anyfantaki, S. and Demos, A. |
| 1215 |
Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) |
Arvanitis, S. and Demos, A. |
| 1108 |
Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model |
Demos, A. and Kyriakopoulou, D. |
| 1023 |
A New Class of Indirect Estimators and Bias Correction |
Arvanitis, S. and Demos, A. |
| 1004 |
Stochastic Expansions and Moment Approximations for Three Indirect Estimators |
Arvanitis, S. and Demos, A. |
| 1003 |
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models |
Demos, A. and Kyriakopoulou, D. |
