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 2 2 12 433
Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification 0 0 0 24 2 3 14 61
Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns 0 0 0 13 5 6 16 114
Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas 0 0 0 35 2 4 16 185
Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas 0 0 0 69 2 3 17 118
Factor models of stock returns: GARCH errors versus time-varying betas 0 0 0 1 0 1 9 33
Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices 0 0 0 19 0 1 12 71
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 9 1 1 10 189
Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive 0 0 0 91 0 1 19 389
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 1 45 1 1 15 332
On the Explaination of Empirical Regularities: The statistical models of stock returns 0 0 0 16 1 1 14 191
On the Stationarity of Exhaustible Natural Resource Prices 0 0 0 23 3 4 13 109
On the Use of Quadratic Trends in Natural Resource Prices' Modeling 0 0 0 1 1 2 9 15
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE 0 0 1 39 5 6 23 101
Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices 0 0 0 22 2 5 13 109
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 68 0 0 8 325
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 51 0 1 22 330
Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections 0 0 0 61 0 2 17 295
Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections 0 0 0 64 2 2 14 126
Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections 0 0 0 20 3 3 9 51
Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities 0 0 0 27 2 2 11 129
Total Working Papers 0 0 2 765 34 51 293 3,706
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 0 18 1 2 21 158
Cointegration, variance shifts and the limiting distribution of the OLS estimator 0 0 0 13 0 1 10 119
Estimation of conditional asset pricing models with integrated variables in the beta specification 0 0 0 4 2 3 13 39
Existence theorems for elliptic hemivariational inequalities involving the p -Laplacian 0 0 0 1 2 3 12 15
Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas 0 0 0 3 2 4 25 53
Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences 0 0 0 48 2 2 15 222
Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems 0 0 1 2 2 3 13 17
Nonlinear elliptic equations with discontinuous nonlinearities 0 0 0 0 1 1 10 81
On nonlinear elliptic problems with discontinuities 0 0 0 0 2 3 12 49
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 0 20 1 1 16 153
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE 0 0 2 3 1 1 12 25
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE –Corrigendum 0 0 0 1 2 2 9 18
Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator 0 0 0 9 1 2 14 69
STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS 0 0 0 3 2 3 12 56
Testing for a unit root under errors with just barely infinite variance 0 0 0 17 4 6 18 127
Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets 0 0 0 10 1 1 11 48
Unbounded heteroscedasticity in autoregressive models 0 0 0 1 0 0 16 21
Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator 0 1 1 19 0 1 7 130
Total Journal Articles 0 1 4 172 26 39 246 1,400

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Statistics updated 2026-11-12