Παρακολούθηση
Alexandros Louka
Alexandros Louka
Researcher, AUEB and IOBE
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα aueb.gr
Τίτλος
Παρατίθεται από
Παρατίθεται από
Έτος
Limit Theory for the QMLE of the GQARCH (1, 1) model
S Arvanitis, A Louka
Communications in Statistics-Theory and Methods 44 (17), 3549-3575, 2015
82015
Stable limits for the Gaussian QMLE in the non-stationary GARCH (1, 1) model
S Arvanitis, A Louka
Economics letters 161, 135-137, 2017
62017
Evaluating the impact of labour market reforms in Greece during 2010-2018
G Gatopoulos, A Louka, I Polycarpou, N Vettas
CEPR Discussion Paper No. DP15860, 2021
52021
A Note on the QMLE Limit Theory in the Non-stationary ARCH (1) Model
S Arvanitis, A Louka
Journal of Time Series Econometrics 8 (1), 21-39, 2016
42016
Martingale transforms with mixed stable limits and the QMLE for conditionally heteroskedastic models
S Arvanitis, A Louka
Available at SSRN 2694013, 2015
42015
Evaluating the impact of labour market reforms in Greece during 2010-2018
N Vettas, G Gatopoulos, A Louka, I Polycarpou
Hellenic Observatory Research Calls Programme, 1, 2019
32019
A CLT for martingale transforms with infinite variance
S Arvanitis, A Louka
Statistics & Probability Letters 119, 116-123, 2016
22016
A CLT For Martingale Transforms With Slowly Varying Second Moments and the Limit Theory of the QMLE for Conditionally Heteroskedastic Models
S Arvanitis, A Louka
Working Paper 17/2013, Dept. of Economics, AUEB. Accessed November 2014 …, 2013
22013
Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance
S Arvanitis, A Louka
Communications in Statistics-Theory and Methods 53 (5), 1684-1699, 2024
2024
LASSO can fix the statistical properties of the CLAD estimator under heavy censoring
K Florios, A Louka, Y Bilias
Available at SSRN 4741192, 2024
2024
ECONOMIC CRISIS AND CRIME: MONEY UNDER THE MATTRESS DURING FINANCIAL DESTABILIZATION
E Kyrkopoulou, A Louka, K Fabbe
Journal of Policy Modeling, 2024
2024
Exact Computation of Censored Least Absolute Deviations Estimator for Panel Data with Fixed Effects
K Florios, A Louka, Y Bilias
Available at SSRN, 2023
2023
Money under the mattress: economic crisis and crime
E Kyrkopoulou, A Louka, K Fabbe
Bank of Greece Working Paper, 2022
2022
Trends in total factor productivity in Greece and its determinants during the period 2005-2019
N Vettas, A Louka, K Peppas, Y Pountouraki, M Vasileiadis
Bank of Greece Economic Bulletin, 2022
2022
Tabu Search for Maximum Score Estimator Computation
K Florios, A Louka, Y Bilias
Tabu Search for Maximum Score Estimator Computation: Florios, Kostas| uLouka …, 2022
2022
Limit Theory for Martingale Transforms with Heavy-Tailed Multiplicative Noise
S Arvanitis, A Louka
2021
GreeSE Papers
G Gatopoulos, A Louka, I Polycarpou, N Vettas
2021
Hellenic Observatory Research Calls Programmme Research Calls Programmme
N Vettas, G Gatopoulos, IA Louka, II Polycarpou
2020
Limits for the Gaussian QMLE in the Non-Stationary GARCH (1, 1) Mod
S Stelios, A Louka
Athens University Of Economics and Business, Department of Economics, 2017
2017
Limits for the Gaussian QMLE in the Non-Stationary GARCH (1, 1) Mod
S Arvanitis, A Louka
Athens University Of Economics and Business, Department of Economics Working …, 2017
2017
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