Antonis Demos

Available identifiers

zbMath Open demos.antonisMaRDI QIDQ642450

List of research outcomes

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

Research outcomes over time

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