Dimitra Kyriakopoulou
Personal Details
First Name: | Dimitra |
Middle Name: | |
Last Name: | Kyriakopoulou |
Suffix: | |
RePEc Short-ID: | pky14 |
[This author has chosen not to make the email address public] | |
Affiliation
University of Piraeus, Department of Financial Management and Banking
http://web.xrh.unipi.gr/index.php?lang=enGreece, Piraeus
Research output
Jump to: Working papersWorking papers
- Antonis Demos & Dimitra Kyriakopoulou, 2018.
"Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II),"
DEOS Working Papers
1804, Athens University of Economics and Business.
- Antonis Demos & Dimitra Kyriakopoulou, 2018. "Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I)," DEOS Working Papers 1803, Athens University of Economics and Business.
- Antonis Demos & Dimitra Kyriakopoulou, 2018.
"Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model,"
DEOS Working Papers
1802, Athens University of Economics and Business.
- Demos Antonis & Kyriakopoulou Dimitra, 2019. "Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model," Journal of Time Series Econometrics, De Gruyter, vol. 11(1), pages 1-20, January.
- DEMOS Antonis, & KYRIAKOPOULOU Dimitra,, 2018. "Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model," LIDAM Discussion Papers CORE 2018007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Antonis Demos & Dimitra Kyriakopoulou, 2018. "Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model," LIDAM Reprints CORE 2983, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Antonis Demos & Dimitra Kyriakopoulou, 2011. "Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model," DEOS Working Papers 1108, Athens University of Economics and Business.
- Dimitra Kyriakopoulou & Antonis Demos, 2010.
"Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models,"
DEOS Working Papers
1003, Athens University of Economics and Business.
- Kyriakopoulou, Dimitra & Demos, Antonis, 2010. "Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA (1) Models," MPRA Paper 122393, University Library of Munich, Germany.
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
- Antonis Demos & Dimitra Kyriakopoulou, 2018.
"Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model,"
DEOS Working Papers
1802, Athens University of Economics and Business.
- Demos Antonis & Kyriakopoulou Dimitra, 2019. "Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model," Journal of Time Series Econometrics, De Gruyter, vol. 11(1), pages 1-20, January.
- DEMOS Antonis, & KYRIAKOPOULOU Dimitra,, 2018. "Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model," LIDAM Discussion Papers CORE 2018007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Antonis Demos & Dimitra Kyriakopoulou, 2018. "Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model," LIDAM Reprints CORE 2983, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Cited by:
- 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.
- Antonis Demos & Dimitra Kyriakopoulou, 2011.
"Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model,"
DEOS Working Papers
1108, Athens University of Economics and Business.
Cited by:
- Wintenberger, Olivier, 2013.
"Continuous invertibility and stable QML estimation of the EGARCH(1,1) model,"
MPRA Paper
46027, University Library of Munich, Germany.
- Olivier Wintenberger, 2013. "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 846-867, December.
- Wintenberger, Olivier, 2013.
"Continuous invertibility and stable QML estimation of the EGARCH(1,1) model,"
MPRA Paper
46027, University Library of Munich, Germany.
- Dimitra Kyriakopoulou & Antonis Demos, 2010.
"Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models,"
DEOS Working Papers
1003, Athens University of Economics and Business.
- Kyriakopoulou, Dimitra & Demos, Antonis, 2010. "Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA (1) Models," MPRA Paper 122393, University Library of Munich, Germany.
Cited by:
- Arvanitis Stelios & Demos Antonis, 2018.
"On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators,"
Journal of Econometric Methods, De Gruyter, vol. 7(1), pages 1-38, January.
- Stelios Arvanitis & Antonis Demos, 2014. "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators," DEOS Working Papers 1406, Athens University of Economics and Business.
- DEMOS Antonis, & KYRIAKOPOULOU Dimitra,, 2018.
"Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model,"
LIDAM Discussion Papers CORE
2018007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Antonis Demos & Dimitra Kyriakopoulou, 2018. "Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model," DEOS Working Papers 1802, Athens University of Economics and Business.
- Demos Antonis & Kyriakopoulou Dimitra, 2019. "Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model," Journal of Time Series Econometrics, De Gruyter, vol. 11(1), pages 1-20, January.
- Antonis Demos & Dimitra Kyriakopoulou, 2018. "Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model," LIDAM Reprints CORE 2983, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Stelios Arvanitis & Antonis Demos, 2014.
"A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised),"
DEOS Working Papers
1411, Athens University of Economics and Business, revised 23 Sep 2014.
- Stelios Arvanitis & Antonis Demos, 2015. "A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 200-241, June.
- Stelios Arvanitis & Antonis Demos, 2013.
"On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix),"
DEOS Working Papers
1330, Athens University of Economics and Business, revised 28 Jun 2013.
- Antonis Demos & Stelios Arvanitis, 2012. "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)," DEOS Working Papers 1230, Athens University of Economics and Business.
- Antonis Demos & Stelios Arvanitis, 2010. "A New Class of Indirect Estimators and Bias Correction," DEOS Working Papers 1023, Athens University of Economics and Business.
- Veiga, Helena, 2015. "Model uncertainty and the forecast accuracy of ARMA models: A survey," DES - Working Papers. Statistics and Econometrics. WS ws1508, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 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.- NEP-ECM: Econometrics (4) 2011-01-23 2018-03-19 2018-03-19 2018-03-19
- NEP-ETS: Econometric Time Series (4) 2011-01-23 2018-03-19 2018-03-19 2018-03-19
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