The following pages link to Antonis Demos (Q642450):
Displaying 10 items.
- Estimation and properties of a time-varying GQARCH(1,1)-M model (Q642451) (← links)
- Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
- Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656) (← links)
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
- Moments and dynamic structure of a time‐varying parameter stochastic volatility in mean model (Q4416012) (← links)
- Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models (Q4828167) (← links)
- A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction (Q5091824) (← links)
- Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model (Q5864358) (← links)
