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 3 12 431
Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification 0 0 0 24 0 3 13 58
Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns 0 0 0 13 0 3 11 108
Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas 0 0 0 35 1 6 11 180
Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas 0 0 0 69 0 4 14 115
Factor models of stock returns: GARCH errors versus time-varying betas 0 0 0 1 0 2 9 32
Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices 0 0 0 19 1 7 12 70
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 9 0 3 9 188
Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive 0 0 2 91 1 9 23 388
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 1 45 0 5 16 331
On the Explaination of Empirical Regularities: The statistical models of stock returns 0 0 0 16 1 2 14 190
On the Stationarity of Exhaustible Natural Resource Prices 0 0 0 23 0 0 9 105
On the Use of Quadratic Trends in Natural Resource Prices' Modeling 0 0 0 1 1 1 7 13
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE 0 0 2 39 0 2 23 95
Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices 0 0 0 22 0 2 9 104
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 51 0 8 21 329
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 68 3 5 9 325
Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections 0 0 0 61 0 1 16 293
Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections 0 0 0 64 0 4 12 124
Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections 0 0 0 20 0 2 9 48
Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities 0 0 0 27 0 3 9 127
Total Working Papers 0 0 5 765 8 75 268 3,654
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 4 19 154
Cointegration, variance shifts and the limiting distribution of the OLS estimator 0 0 0 13 0 3 10 118
Estimation of conditional asset pricing models with integrated variables in the beta specification 0 0 0 4 0 3 11 36
Existence theorems for elliptic hemivariational inequalities involving the p -Laplacian 0 0 0 1 0 4 9 12
Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas 0 0 0 3 0 9 19 47
Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences 0 0 0 48 1 4 15 218
Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems 0 0 1 2 0 2 9 13
Nonlinear elliptic equations with discontinuous nonlinearities 0 0 0 0 1 2 8 78
On nonlinear elliptic problems with discontinuities 0 0 0 0 0 2 9 46
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 0 20 0 2 15 151
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE 0 1 2 3 0 5 11 23
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE –Corrigendum 0 0 0 1 0 0 8 16
Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator 0 0 0 9 0 3 11 65
STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS 0 0 0 3 0 3 9 52
Testing for a unit root under errors with just barely infinite variance 0 0 0 17 0 1 16 121
Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets 0 0 1 10 1 5 11 47
Unbounded heteroscedasticity in autoregressive models 0 0 1 1 0 4 16 20
Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator 0 0 0 18 0 1 8 129
Total Journal Articles 0 1 5 171 4 57 214 1,346

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Statistics updated 2026-07-10