Information about:
Antonis Demos

Other registered authors

Email:
Homepage:
Postal Address: Athens University of Economics and Business Dept. of International and European Economic Studies 76 Patision Str. Athens 10434 Greece
Phone: +30-1-8203451

Affiliation

• Department of International and European Economic Studies
  Athens University of Economics and Business (AUEB)

  Location: Athens, Greece
  Homepage: http://www.aueb.gr/deos/
  Email:
  Phone: (+301) 8214021
  Fax: (301) 8214021
  Postal: 76, Patission Street, Athens 104 34
  Handle: RePEc:edi:diauegr (registered authors at this institution)

Working papers

1. Demos, A & Sentana, E, 1996. "An EM Algorithm for Conditionally Heteroskedastic Factor Models," Papers 9615, Centro de Estudios Monetarios Y Financieros-.
   Published as:
   • Demos, Antonis & Sentana, Enrique, 1998. "An EM Algorithm for Conditionally Heteroscedastic Factor Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 357-61, July.

1. Antonis Demos & Fragkiskos Filippaios & Marina Papanastassiou, 2004. "An event study analysis of outward foreign direct investment: the case of Greece," International Journal of the Economics of Business, Taylor and Francis Journals, vol. 11(3), pages 329-348, November. [Downloadable!] (restricted)

2. Stelios Arvanitis & Antonis Demos, 2004. "Time Dependence and Moments of a Family of Time-Varying Parameter Garch in Mean Models," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(1), pages 1-25, 01. [Downloadable!] (restricted)

3. Antonis Demos, 2002. "Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 345-357, 06. [Downloadable!] (restricted)

4. Demos, Antonis & Sentana, Enrique, 1998. "An EM Algorithm for Conditionally Heteroscedastic Factor Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 357-61, July.
   Other versions:
   • Demos, A & Sentana, E, 1996. "An EM Algorithm for Conditionally Heteroskedastic Factor Models," Papers 9615, Centro de Estudios Monetarios Y Financieros-.

5. Demos, Antonis & Sentana, Enrique, 1998. "Testing for GARCH effects: a one-sided approach," Journal of Econometrics, Elsevier, vol. 86(1), pages 97-127, June. [Downloadable!] (restricted)

6. Demos, Antonis A & Goodhart, Charles A E, 1996. "The Interaction between the Frequency of Market Quotations, Spread and Volatility in the Foreign Exchange Markets," Applied Economics, Taylor and Francis Journals, vol. 28(3), pages 377-86, March. [Downloadable!] (restricted)

This page was last updated on 2009-11-24.