2
H index
0
i10 index
14
Citations
Foundation for Economic and Industrial Research (IOBE) (50% share) | 2 H index 0 i10 index 14 Citations RESEARCH PRODUCTION: 6 Articles 9 Papers RESEARCH ACTIVITY: 10 years (2014 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/plo571 |
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: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Communications in Statistics - Theory and Methods | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / Athens University Of Economics and Business, Department of Economics | 5 |
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 |
2024 | The impact of bank market competition and stability on bank total factor productivity changes: evidence from a panel of European Union banks. (2024). Ferreira, Candida. In: Working Papers REM. RePEc:ise:remwps:wp03152024. 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 |
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 |
2022 | Trends in total factor productivity in Greece and its determinants during the period 2005-2019 In: Economic Bulletin. [Full Text][Citation analysis] | article | 1 |
2022 | Money under the mattress: economic crisis and crime 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 |
2024 | Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team