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Search Field: demos
Handle
Title
Author(s)
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.
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