Antonis Demos

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A class of indirect inference estimators: higher-order asymptotics and approximate bias correction Econometrics Journal	2022-07-27	Paper
Estimation and properties of a time-varying EGARCH(1,1) in mean model Econometric Reviews	2022-06-07	Paper
On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators Journal of Econometric Methods	2019-07-18	Paper
Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model Journal of Time Series Econometrics	2019-02-19	Paper
Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations Journal of Time Series Econometrics	2018-02-07	Paper
Edgeworth and moment approximations: the case of MM and QML estimators for the MA(1) models Communications in Statistics. Theory and Methods	2013-07-04	Paper
Estimation and properties of a time-varying GQARCH(1,1)-M model Journal of Probability and Statistics	2011-10-26	Paper
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models Journal of Time Series Analysis	2004-11-24	Paper
Moments and dynamic structure of a time‐varying parameter stochastic volatility in mean model Econometrics Journal	2003-08-07	Paper
Testing for GARCH effects: A one-sided approach Journal of Econometrics	2001-06-19	Paper

Research outcomes over time

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