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Antonis Demos
Antonis Demos
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Title
Cited by
Cited by
Year
Testing for GARCH effects: A one-sided approach
A Demos, E Sentana
Journal of econometrics 86 (1), 97-127, 1998
1071998
No evidence of chaos but some evidence of multifractals in the foreign exchange and the stock markets
JC Vassilicos, A Demos, F Tata
Applications of fractals and chaos, 249-265, 1993
661993
The interaction between the frequency of market quotations, spread and volatility in the foreign exchange market
AA Demos, CAE Goodhart
Applied Economics 28 (3), 377-386, 1996
551996
An EM algorithm for conditionally heteroscedastic factor models
A Demos, E Sentana
Journal of Business & Economic Statistics 16 (3), 357-361, 1998
441998
Moments and dynamic structure of a time‐varying parameter stochastic volatility in mean model
A Demos
The Econometrics Journal 5 (2), 345-357, 2002
392002
Time dependence and moments of a family of time‐varying parameter GARCH in mean models
S Arvanitis, A Demos
Journal of Time Series Analysis 25 (1), 1-25, 2004
262004
Reuters’ screen images of the foreign exchange markets: The Yen/Dollar and the Sterling/Dollar spot market
C Goodhart, A Demos
Journal of International Securities Markets 5, 35-64, 1991
221991
An event study analysis of outward foreign direct investment: the case of Greece
A Demos, F Filippaios, M PAPANASTASSIOU*
International Journal of the Economics of Business 11 (3), 329-348, 2004
192004
Testing asset pricing models: The case of Athens stock exchange
A Demos, S Parissi
Multinational Finance Journal 2 (3), 189-223, 1998
161998
Estimation and properties of a time-varying EGARCH (1, 1) in mean model
S Anyfantaki, A Demos
Econometric Reviews 35 (2), 293-310, 2016
132016
Edgeworth and moment approximations: the case of MM and QML estimators for the MA (1) models
A Demos, D Kyriakopoulou
Communications in Statistics-Theory and Methods 42 (10), 1713-1747, 2013
11*2013
An EM-based algorithm for conditionally heteroskedastic factor models
A Demos, E Sentana
London School of Economics, 1992
111992
Asymptotic normality of the QMLEs in the EGARCH (1, 1) model
A Demos, D Kyriakopoulou
102014
Stochastic expansions and moment approximations for three indirect estimators
S Arvanitis, A Demos
IEES Working Paper, 2010
92010
Bias properties of three indirect estimators
S Arvanitis, A Demos
mimeo, Athens University of Economics and Business, 2006
92006
Bias correction of ML and QML estimators in the EGARCH (1, 1) model
A Demos, D Kyriakopoulou
Preprint, 2010
82010
An EM-Based Algorithm for Conditionally Heteroskedastic Latent Factor Models
A Demos, E Sentana
Manuscript, Financial Markets Group, London School of Economics, 1991
81991
The autocorrelation function of conditionally heteroskedastic in mean models
A Demos
Athens University of Economics and Business, Department of International and …, 2000
72000
Risk and return in January: Some UK evidence
A Demos, E Sentana, M Shah
Econometric Analysis of Financial Markets, 185-202, 1994
71994
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators
S Arvanitis, A Demos
Journal of Econometric Methods 7 (1), 2018
52018
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