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 0 11 431
Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification 0 0 0 24 0 0 13 58
Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns 0 0 0 13 0 2 11 108
Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas 0 0 0 35 1 2 12 181
Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas 0 0 0 69 0 1 14 115
Factor models of stock returns: GARCH errors versus time-varying betas 0 0 0 1 0 0 9 32
Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices 0 0 0 19 0 3 12 70
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 9 0 1 9 188
Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive 0 0 1 91 0 3 21 388
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 1 45 0 1 16 331
On the Explaination of Empirical Regularities: The statistical models of stock returns 0 0 0 16 0 1 13 190
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 0 1 7 13
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE 0 0 1 39 0 0 21 95
Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices 0 0 0 22 0 0 9 104
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 68 0 3 9 325
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 51 0 2 21 329
Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections 0 0 0 61 0 0 16 293
Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections 0 0 0 64 0 0 12 124
Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections 0 0 0 20 0 0 9 48
Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities 0 0 0 27 0 0 9 127
Total Working Papers 0 0 3 765 1 20 263 3,655
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 2 5 21 156
Cointegration, variance shifts and the limiting distribution of the OLS estimator 0 0 0 13 0 0 10 118
Estimation of conditional asset pricing models with integrated variables in the beta specification 0 0 0 4 0 0 11 36
Existence theorems for elliptic hemivariational inequalities involving the p -Laplacian 0 0 0 1 0 0 9 12
Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas 0 0 0 3 2 2 21 49
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 4 15 220
Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems 0 0 1 2 1 1 10 14
Nonlinear elliptic equations with discontinuous nonlinearities 0 0 0 0 2 3 10 80
On nonlinear elliptic problems with discontinuities 0 0 0 0 0 1 9 46
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 0 20 1 2 16 152
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE 0 1 2 3 1 3 12 24
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 2 2 13 67
STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS 0 0 0 3 1 2 9 53
Testing for a unit root under errors with just barely infinite variance 0 0 0 17 0 0 15 121
Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets 0 0 1 10 0 1 11 47
Unbounded heteroscedasticity in autoregressive models 0 0 0 1 1 2 16 21
Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator 0 0 0 18 0 0 7 129
Total Journal Articles 0 1 4 171 15 28 223 1,361

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Statistics updated 2026-08-07