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Information about:
Antonis Demos

Personal Details | Affiliation | Works
This is information that was supplied by Antonis Demos in registering through RePEc. If you are Antonis Demos , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Antonis
Middle Name:
Last Name: Demos
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RePEc Short-ID: pde48

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

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

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:

Articles

  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:

  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)

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This page was last updated on 2009-10-28.

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