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An EM algorithm for conditiona...
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1
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10001243865
Saved in:
2
An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 357-361
Persistent link: https://www.econbiz.de/10001246504
Saved in:
3
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.
;
Sentana, Enrique
-
1996
Persistent link: https://www.econbiz.de/10000948472
Saved in:
4
Risk and return in January : some UK evidence
Dēmos, Antōnēs A.
- In:
Econometric analysis of financial markets
,
(pp. 185-202)
.
1994
Persistent link: https://www.econbiz.de/10001284429
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5
Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model
Dēmos, Antōnēs A.
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 345-357
Persistent link: https://www.econbiz.de/10001713296
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6
The multifractal structure of high frequency foreign exchange rate fluctuations
Dēmos, Antōnēs A.
;
Vassilicos, J. C.
-
1994
Persistent link: https://www.econbiz.de/10000895905
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7
Observations on the Swiss Franc, Dollar spot rate, via quotations on the Reuters screens
Goodhart, Charles A. E.
- In:
Finanzmarkt und Portfolio-Management
7
(
1993
)
2
,
pp. 150-169
Persistent link: https://www.econbiz.de/10001219123
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8
The interaction between the frequency of market quotations, spread and volatility in the foreign exchange market
Dēmos, Antōnēs A.
- In:
Applied economics
28
(
1996
)
3
,
pp. 377-386
Persistent link: https://www.econbiz.de/10001197103
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9
Observations on the European Currency Unit dollar spot rate, via quotations on the Reuters screens
Goodhart, Charles A. E.
- In:
Ecu newsletter
(
1992
),
pp. 10-20
Persistent link: https://www.econbiz.de/10001128038
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10
Testing asset pricing models : the case of the Athens Stock Exchange
Dēmos, Antōnēs A.
;
Parissi, Sofia
- In:
Multinational finance journal : MF ; quarterly …
2
(
1998
)
3
,
pp. 189-223
Persistent link: https://www.econbiz.de/10001491017
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