4
H index
3
i10 index
119
Citations
Antonis Demos : Citation Profile
Athens University of Economics and Business (AUEB) | RESEARCH PRODUCTION: 11 Articles 20 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1996 - 2023). 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:
| Cites to:
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Main data
Where Antonis Demos has published?
| Journals with more than one article published | # docs |
|---|---|
| Multinational Finance Journal | 2 |
| Journal of Time Series Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| DEOS Working Papers / Athens University of Economics and Business | 15 |
Recent works citing Antonis Demos (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Estimation of Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2309. Full description at Econpapers || Download paper |
| 2024 | Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Escribano, Ana ; Diaz, Antonio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029. Full description at Econpapers || Download paper |
| 2023 | On the dependence structure of European vegetable oil markets. (2023). Gohin, Alexandre ; Bagnarosa, Guillaume ; Menier, Romain. In: Post-Print. RePEc:hal:journl:hal-04523660. Full description at Econpapers || Download paper |
Works by Antonis Demos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Stochastic Expansions and Moment Approximations for Three Indirect Estimators In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | A New Class of Indirect Estimators and Bias Correction In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix) In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2012 | Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix) In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix).(2013) In: DEOS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | On 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 | |
| 2014 | A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised) In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model.(2019) In: Journal of Time Series Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2018 | Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model.(2018) In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | Finite-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 | |
| 2018 | Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II).(2018) In: DEOS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models In: DEOS Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1998 | An EM Algorithm for Conditionally Heteroscedastic Factor Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 18 |
| 1996 | An EM Algorithm for Conditionally Heteroskedastic Factor Models.(1996) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 1996 | An EM Algorithm for Conditionally Heteroskedastic Factor Models..(1996) In: Centro de Estudios Monetarios Y Financieros-. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2014 | Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1996 | Testing for GARCH Effects: A One-Sided Approach In: Working Papers. [Citation analysis] | paper | 53 |
| 1998 | Testing for GARCH effects: a one-sided approach.(1998) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
| 2002 | Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model In: Econometrics Journal. [Full Text][Citation analysis] | article | 23 |
| 2011 | Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model In: Journal of Probability and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2007 | U.K. Stock Market Inefficiencies and the Risk Premium In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 1998 | Testing Asset Pricing Models: The Case of Athens Stock Exchange In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 4 |
| 2004 | An event study analysis of outward foreign direct investment: the case of Greece In: International Journal of the Economics of Business. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team