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Testing for GARCH effects: A one-sided approach
Demos, Antonis; Sentana, Enrique - In: Journal of econometrics 86 (1998) 1, pp. 97-128
Persistent link: https://www.econbiz.de/10006788946
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An event study analysis of outward foreign direct investment: the case of Greece
Demos, Antonis; Filippaios, Fragkiskos; Papanastassiou, … - In: International journal of the economics of business 11 (2004) 3, pp. 329-348
Persistent link: https://www.econbiz.de/10005923960
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Observations on the Swiss Franc/Dollar Spot Rate via Quotations on the Reuters Screens
Goodhart, Charles; Demos, Antonis - In: Finanzmarkt und Portfolio-Management 7 (1993) 2, pp. 150-169
Persistent link: https://www.econbiz.de/10006106713
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An EM Algorithm for Conditionally Heteroscedastic Factor Models
Demos, Antonis; Sentana, Enrique - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 357-361
Persistent link: https://www.econbiz.de/10008219117
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PROBLEMS AND SOLUTIONS - PROBLEMS - Central Limit Theorem for Squared MA Infinity Processes
Demos, Antonis - In: Econometric theory 15 (1999) 6, pp. 901
Persistent link: https://www.econbiz.de/10006985947
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Testing asset pricing models : the case of the Athens Stock Exchange
Demos, Antonis; Parissi, Sofia - In: Multinational finance journal : MF ; quarterly … 2 (1998) 3, pp. 189-223
Persistent link: https://www.econbiz.de/10009879209
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UK stock market inefficiencies and the risk premium
Demos, Antonis; Vasillelis, George - In: Multinational finance journal : MF ; quarterly … 11 (2007) 1/2, pp. 97-122
Persistent link: https://www.econbiz.de/10009879288
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THE DIFFUSION LIMIT OF A TVP-GQARCH-M(1,1) MODEL
Arvanitis, Stelios - In: Econometric theory 20 (2004) 1, pp. 161-175
Persistent link: https://www.econbiz.de/10006965152