Access Statistics for Nikolaos Kourogenis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AGGREGATIONAL GAUSSIANITY AND BARELY INFINITE VARIANCE IN CROP PRICES 0 0 0 67 0 1 7 418
Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification 0 0 0 24 0 1 1 45
Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns 0 0 2 13 1 2 6 96
Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas 0 0 0 35 1 2 3 167
Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas 0 0 0 69 0 1 3 100
Factor models of stock returns: GARCH errors versus time-varying betas 0 0 0 1 0 0 0 23
Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices 0 0 1 19 0 0 1 57
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 8 1 1 1 178
Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive 0 0 1 88 1 2 4 360
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 0 44 1 1 7 310
On the Explaination of Empirical Regularities: The statistical models of stock returns 0 0 1 15 0 0 6 173
On the Stationarity of Exhaustible Natural Resource Prices 0 0 1 23 0 1 2 94
On the Use of Quadratic Trends in Natural Resource Prices' Modeling 0 0 0 1 1 2 3 5
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE 0 0 0 37 0 0 4 71
Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices 0 0 2 21 2 2 5 93
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 51 1 1 3 308
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 68 0 0 0 315
Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections 0 0 1 61 1 1 3 276
Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections 0 0 0 64 0 0 4 111
Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections 0 0 0 20 0 0 1 38
Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities 0 0 1 27 1 1 3 115
Total Working Papers 0 0 10 756 11 19 67 3,353
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregational Gaussianity and barely infinite variance in financial returns 0 0 1 18 1 1 8 134
Cointegration, variance shifts and the limiting distribution of the OLS estimator 0 0 0 13 2 2 6 108
Estimation of conditional asset pricing models with integrated variables in the beta specification 0 0 0 4 0 0 0 25
Existence theorems for elliptic hemivariational inequalities involving the p -Laplacian 0 0 1 1 0 0 1 3
Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas 0 0 0 3 0 0 0 28
Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences 1 1 2 47 1 2 9 199
Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems 0 0 0 1 0 0 0 2
Nonlinear elliptic equations with discontinuous nonlinearities 0 0 0 0 0 0 2 70
On nonlinear elliptic problems with discontinuities 0 0 0 0 0 0 0 37
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 0 19 0 0 2 132
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE 0 0 1 1 0 0 2 12
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE –Corrigendum 0 0 0 1 0 0 1 8
Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator 0 0 0 9 0 1 2 54
STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS 0 0 0 3 0 0 1 43
Testing for a unit root under errors with just barely infinite variance 0 0 0 17 0 1 3 104
Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets 0 0 0 9 1 1 2 36
Unbounded heteroscedasticity in autoregressive models 0 0 0 0 0 1 2 2
Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator 0 0 1 18 0 2 4 120
Total Journal Articles 1 1 6 164 5 11 45 1,117

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Statistics updated 2025-03-03