The following pages link to Stelios Arvanitis (Q334013):
Displaying 19 items.
- A CLT for martingale transforms with infinite variance (Q334015) (← links)
- Testing for prospect and Markowitz stochastic dominance efficiency (Q524818) (← links)
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656) (← links)
- A note on the QMLE limit theory in the non-stationary ARCH(1) model (Q1695669) (← links)
- Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model (Q1726827) (← links)
- Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796) (← links)
- Stochastic dominance efficient sets and stochastic spanning (Q2044829) (← links)
- Spanning tests for Markowitz stochastic dominance (Q2190226) (← links)
- Diversification benefits in the cryptocurrency market under mild explosivity (Q2239881) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- On the existence of strongly consistent indirect estimators when the binding function is compact valued (Q2337044) (← links)
- A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations (Q2405940) (← links)
- Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099) (← 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)
- On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model (Q5111848) (← links)
- A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model (Q5176862) (← links)
- Concentration inequalities for kernel density estimators under uniform mixing (Q6134389) (← links)
