Access Statistics for Georgios Skoulakis

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Recursive Formula for Computing Central Moments of a Multivariate Lognormal Distribution 0 0 0 125 0 0 6 330
Do subjective expectations explain asset pricing puzzles? 0 0 0 41 1 1 12 174
Ergodicity and existence of moments for local mixtures of linear autoregressions 0 0 0 5 0 0 9 29
Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach 0 0 2 62 0 2 11 190
Generalized Method of Moments: Applications in Finance 0 0 0 0 0 1 13 1,257
Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios 0 0 1 104 0 0 14 323
Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation 0 0 0 39 0 3 15 166
On the quality of Taylor approximations to expected utility 0 0 0 14 0 1 13 96
Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method 0 0 0 18 2 2 11 86
Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting 0 0 0 10 0 0 7 84
Total Journal Articles 0 0 3 418 3 10 111 2,735

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Statistics updated 2026-08-07