Antonis Demos : Citation Profile


Are you Antonis Demos?

Athens University of Economics and Business (AUEB)

5

H index

3

i10 index

124

Citations

RESEARCH PRODUCTION:

13

Articles

20

Papers

RESEARCH ACTIVITY:

   27 years (1996 - 2023). See details.
   Cites by year: 4
   Journals where Antonis Demos has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 18 (12.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde48
   Updated: 2024-01-16    RAS profile: 2023-02-14    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Antonis Demos.

Is cited by:

Sentana, Enrique (33)

Fiorentini, Gabriele (30)

Ruiz, Esther (9)

Veiga, Helena (6)

Galesi, Alessandro (6)

Calzolari, Giorgio (5)

Mencia, Javier (5)

Cavaliere, Giuseppe (5)

Rahbek, Anders (5)

Francq, Christian (4)

Zakoian, Jean-Michel (4)

Cites to:

Sentana, Enrique (38)

Bollerslev, Tim (20)

Iglesias, Emma (17)

Fiorentini, Gabriele (16)

Engle, Robert (15)

Renault, Eric (14)

Phillips, Peter (12)

Andrews, Donald (10)

Teräsvirta, Timo (10)

Harvey, Andrew (9)

Campbell, John (9)

Main data


Where Antonis Demos has published?


Journals with more than one article published# docs
Journal of Time Series Econometrics2
Multinational Finance Journal2

Working Papers Series with more than one paper published# docs
DEOS Working Papers / Athens University of Economics and Business15

Recent works citing Antonis Demos (2024 and 2023)


YearTitle of citing document
2023Estimation of Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2309.

Full description at Econpapers || Download paper

Works by Antonis Demos:


YearTitleTypeCited
2010Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models In: DEOS Working Papers.
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paper1
2010Stochastic Expansions and Moment Approximations for Three Indirect Estimators In: DEOS Working Papers.
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paper2
2010A New Class of Indirect Estimators and Bias Correction In: DEOS Working Papers.
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paper1
2011Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model In: DEOS Working Papers.
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paper2
2012Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) In: DEOS Working Papers.
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paper0
2012Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model In: DEOS Working Papers.
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paper6
2016Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model.(2016) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 6
article
2012Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations In: DEOS Working Papers.
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paper0
2012On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) In: DEOS Working Papers.
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paper0
2013On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix).(2013) In: DEOS Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2014On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators In: DEOS Working Papers.
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paper2
2018On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators.(2018) In: Journal of Econometric Methods.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2014A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised) In: DEOS Working Papers.
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paper1
2015A class of indirect inference estimators: higher?order asymptotics and approximate bias correction.(2015) In: Econometrics Journal.
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This paper has nother version. Agregated cites: 1
article
2018Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model In: DEOS Working Papers.
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paper1
2019Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model.(2019) In: Journal of Time Series Econometrics.
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This paper has nother version. Agregated cites: 1
article
2018Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model.(2018) In: LIDAM Discussion Papers CORE.
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This paper has nother version. Agregated cites: 1
paper
2018Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model.(2018) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2018Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) In: DEOS Working Papers.
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paper0
2018Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II).(2018) In: DEOS Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2023Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models In: DEOS Working Papers.
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paper1
1998An EM Algorithm for Conditionally Heteroscedastic Factor Models. In: Journal of Business & Economic Statistics.
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article17
1996An EM Algorithm for Conditionally Heteroskedastic Factor Models.(1996) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 17
paper
1996An EM Algorithm for Conditionally Heteroskedastic Factor Models..(1996) In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2004Time Dependence and Moments of a Family of Time?Varying Parameter Garch in Mean Models In: Journal of Time Series Analysis.
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article8
2014Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations In: Journal of Time Series Econometrics.
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article0
1996Testing for GARCH Effects: A One-Sided Approach In: Working Papers.
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paper53
1998Testing for GARCH effects: a one-sided approach.(1998) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 53
article
2002Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model In: Econometrics Journal.
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article22
2011Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model In: Journal of Probability and Statistics.
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article0
2007U.K. Stock Market Inefficiencies and the Risk Premium In: Multinational Finance Journal.
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article0
1998Testing Asset Pricing Models: The Case of Athens Stock Exchange In: Multinational Finance Journal.
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article4
2004An event study analysis of outward foreign direct investment: the case of Greece In: International Journal of the Economics of Business.
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article3

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