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Alexandros Louka

Personal Details

First Name:Alexandros
Middle Name:
Last Name:Louka
Suffix:
RePEc Short-ID:plo571
[This author has chosen not to make the email address public]

Affiliation

(50%) Foundation for Economic and Industrial Research (IOBE)

Athens, Greece
http://www.iobe.gr/
RePEc:edi:iobeegr (more details at EDIRC)

(50%) Department of Economics
Athens University of Economics and Business (AUEB)

Athens, Greece
https://www.dept.aueb.gr/econ
RePEc:edi:deauegr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Eleni Kyrkopoulou & Alexandros Louka & Kristin Fabbe, 2022. "Money under the mattress: economic crisis and crime," Working Papers 310, Bank of Greece.
  2. Vettas, Nikolaos & Gatopoulos, Georgios & Louka, Alexandros & Polycarpou, Ioannis, 2021. "Evaluating the impact of labour market reforms in Greece during 2010-2018," CEPR Discussion Papers 15860, C.E.P.R. Discussion Papers.
  3. Stelios Arvanitis & Alexandros Louka, 2017. "Limits for the Gaussian QMLE in the Non-Stationary GARCH(1,1) Mod," Working Papers 201705, Athens University Of Economics and Business, Department of Economics.
  4. Stelios Arvanitis & Alexandros Louka, 2015. "A CLT For Martingale Transforms With Infinite Variance," Working Papers 201507, Athens University Of Economics and Business, Department of Economics.
  5. Stelios Arvanitis & Alexandros Louka, 2015. "Martingale Transforms with Mixed Stable Limits and the QMLE for Conditionally Heteroskedastic Models," Working Papers 201508, Athens University Of Economics and Business, Department of Economics.
  6. Stelios Arvanitis & Alexandros Louka, 2014. "Limit Theory of the qmile in the non-stationary arch (1) MODEL," Working Papers 201413, Athens University Of Economics and Business, Department of Economics.

Articles

  1. Stelios Arvanitis & Alexandros Louka, 2024. "Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 53(5), pages 1684-1699, March.
  2. Nikolaos Vettas & Alexandros Louka & Konstantinos Peppas & Yakinthi Pountouraki & Michael Vasileiadis, 2022. "Trends in total factor productivity in Greece and its determinants during the period 2005-2019," Economic Bulletin, Bank of Greece, issue 56, pages 7-43, December.
  3. Arvanitis, Stelios & Louka, Alexandros, 2017. "Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model," Economics Letters, Elsevier, vol. 161(C), pages 135-137.
  4. Arvanitis Stelios & Louka Alexandros, 2016. "A Note on the QMLE Limit Theory in the Non-stationary ARCH(1) Model," Journal of Time Series Econometrics, De Gruyter, vol. 8(1), pages 21-39, January.
  5. Arvanitis, Stelios & Louka, Alexandros, 2016. "A CLT for martingale transforms with infinite variance," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 116-123.
  6. Stelios Arvanitis & Alexandros Louka, 2015. "Limit Theory for the QMLE of the GQARCH (1,1) Model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(17), pages 3549-3575, September.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Stelios Arvanitis & Alexandros Louka, 2015. "Martingale Transforms with Mixed Stable Limits and the QMLE for Conditionally Heteroskedastic Models," Working Papers 201508, Athens University Of Economics and Business, Department of Economics.

    Cited by:

    1. Karim M Abadir, 2023. "Explicit minimal representation of variance matrices, and its implication for dynamic volatility models," The Econometrics Journal, Royal Economic Society, vol. 26(1), pages 88-104.
    2. Abadir, Karim M. & Luati, Alessandra & Paruolo, Paolo, 2023. "GARCH density and functional forecasts," Journal of Econometrics, Elsevier, vol. 235(2), pages 470-483.

Articles

  1. Arvanitis, Stelios & Louka, Alexandros, 2017. "Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model," Economics Letters, Elsevier, vol. 161(C), pages 135-137.

    Cited by:

    1. Hong, Yun & Li, Yi, 2020. "Housing prices and investor sentiment dynamics: Evidence from China using a wavelet approach," Finance Research Letters, Elsevier, vol. 35(C).
    2. Arvanitis, Stelios, 2019. "Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 166-172.
    3. Stelios Arvanitis & Sofia Anyfantaki, 2020. "On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(2), pages 341-350, March.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EEC: European Economics (2) 2021-02-22 2021-03-22
  2. NEP-MAC: Macroeconomics (2) 2021-03-22 2021-05-10
  3. NEP-ECM: Econometrics (1) 2019-03-11
  4. NEP-LAW: Law and Economics (1) 2023-04-03
  5. NEP-URE: Urban and Real Estate Economics (1) 2023-04-03

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