Alexandros Louka

Alexandros Louka

Athens University of Economics and Business - Athens / Greece
Economics & Econometrics / Economics
AD Scientific Index ID: 5186868
Οικονομικό Πανεπιστήμιο Αθηνών
person_outline Alexandros Louka's MOST POPULAR ARTICLES
1-) Limit Theory for the QMLE of the GQARCH (1, 1) model Communications in Statistics-Theory and Methods 44 (17), 3549-3575, 2015
2-) Stable limits for the Gaussian QMLE in the non-stationary GARCH (1, 1) model Economics Letters 161, 135-137, 2017
3-) Evaluating the impact of labour market reforms in Greece during 2010-2018 Hellenic Observatory, London School of Economics and Political Science, 2021
4-) A Note on the QMLE Limit Theory in the Non-stationary ARCH (1) Model Journal of Time Series Econometrics 8 (1), 21-39, 2016
5-) Martingale transforms with mixed stable limits and the QMLE for conditionally heteroskedastic models Available at SSRN 2694013, 2015