| Testing for GARCH effects: a one-sided approach A Demos, E Sentana Journal of econometrics 86 (1), 97-127, 1998 | 113 | 1998 |
| No evidence of chaos but some evidence of multifractals in the foreign exchange and the stock markets JC Vassilicos, A Demos, F Tata Applications of fractals and chaos: the shape of things, 249-265, 1993 | 63 | 1993 |
| The interaction between the frequency of market quotations, spread and volatility in the foreign exchange market AA Demos, CAE Goodhart Applied Economics 28 (3), 377-386, 1996 | 56 | 1996 |
| An EM algorithm for conditionally heteroscedastic factor models A Demos, E Sentana Journal of Business & Economic Statistics 16 (3), 357-361, 1998 | 45 | 1998 |
| Moments and dynamic structure of a time‐varying parameter stochastic volatility in mean model A Demos The Econometrics Journal 5 (2), 345-357, 2002 | 41 | 2002 |
| Time dependence and moments of a family of time‐varying parameter GARCH in mean models S Arvanitis, A Demos Journal of Time Series Analysis 25 (1), 1-25, 2004 | 28 | 2004 |
| Reuters’ screen images of the foreign exchange markets: The Yen/Dollar and the Sterling/Dollar spot market C Goodhart, A Demos Journal of International Securities Markets 5, 35-64, 1991 | 22 | 1991 |
| An event study analysis of outward foreign direct investment: the case of Greece A Demos, F Filippaios, M PAPANASTASSIOU* International Journal of the Economics of Business 11 (3), 329-348, 2004 | 19 | 2004 |
| Testing asset pricing models: The case of Athens stock exchange A Demos, S Parissi Multinational Finance Journal 2 (3), 189-223, 1998 | 18 | 1998 |
| Estimation and properties of a time-varying EGARCH (1, 1) in mean model S Anyfantaki, A Demos Econometric Reviews 35 (2), 293-310, 2016 | 17 | 2016 |
| Edgeworth and moment approximations: the case of MM and QML estimators for the MA (1) models A Demos, D Kyriakopoulou Communications in Statistics-Theory and Methods 42 (10), 1713-1747, 2013 | 12* | 2013 |
| An EM-based algorithm for conditionally heteroskedastic factor models A Demos, E Sentana London School of Economics, 1992 | 11 | 1992 |
| Asymptotic normality of the QMLEs in the EGARCH (1, 1) model A Demos, D Kyriakopoulou | 10 | 2014 |
| Stochastic expansions and moment approximations for three indirect estimators S Arvanitis, A Demos IEES Working Paper, 2010 | 9 | 2010 |
| Bias properties of three indirect estimators S Arvanitis, A Demos mimeo, Athens University of Economics and Business, 2006 | 9 | 2006 |
| Bias correction of ML and QML estimators in the EGARCH (1, 1) model A Demos, D Kyriakopoulou Preprint, 2010 | 8 | 2010 |
| An EM-Based Algorithm for Conditionally Heteroskedastic Latent Factor Models A Demos, E Sentana Manuscript, Financial Markets Group, London School of Economics, 1991 | 8 | 1991 |
| The autocorrelation function of conditionally heteroskedastic in mean models A Demos Athens University of Economics and Business, Department of International and …, 2000 | 7 | 2000 |
| Risk and return in January: Some UK evidence A Demos, E Sentana, M Shah Econometric Analysis of Financial Markets, 185-202, 1994 | 7 | 1994 |
| On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators S Arvanitis, A Demos Journal of Econometric Methods 7 (1), 20150009, 2018 | 6 | 2018 |
