2
H index
0
i10 index
13
Citations
Alexandros Louka : Citation Profile
Athens University of Economics and Business (AUEB) (50% share) | RESEARCH PRODUCTION: 4 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2014 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alexandros Louka. | Is cited by:
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Main data
Where Alexandros Louka has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Athens University Of Economics and Business, Department of Economics | 5 |
Recent works citing Alexandros Louka (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | GARCH density and functional forecasts. (2023). Paruolo, Paolo ; Luati, Alessandra ; Abadir, Karim M. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:470-483. Full description at Econpapers || Download paper |
| 2023 | Explicit minimal representation of variance matrices, and its implication for dynamic volatility models. (2023). Abadir, Karim M. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:1:p:88-104.. Full description at Econpapers || Download paper |
Works by Alexandros Louka:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Limit Theory of the qmile in the non-stationary arch (1) MODEL In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A CLT For Martingale Transforms With Infinite Variance In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A CLT for martingale transforms with infinite variance.(2016) In: Statistics & Probability Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2015 | Martingale Transforms with Mixed Stable Limits and the QMLE for Conditionally Heteroskedastic Models In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | MARTINGALE TRANSFORMS WITH MIXED STABLE LIMITS AND THE QMLE FOR CONDITIONALLY ETEROSKEDASTIC MODELS.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2017 | Limits for the Gaussian QMLE in the Non-Stationary GARCH(1,1) Mod In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A Note on the QMLE Limit Theory in the Non-stationary ARCH(1) Model In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2021 | Evaluating the impact of labour market reforms in Greece during 2010-2018 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Evaluating the impact of labour market reforms in Greece during 2010-2018.(2021) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Evaluating the Impact of Labour Market Reforms in Greece during 2010-2018.(2021) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2015 | Limit Theory for the QMLE of the GQARCH (1,1) Model In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
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