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 8 426
Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification 0 0 0 24 1 7 10 55
Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns 0 0 0 13 2 7 9 105
Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas 0 0 0 35 1 4 6 173
Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas 0 0 0 69 0 9 10 110
Factor models of stock returns: GARCH errors versus time-varying betas 0 0 0 1 0 6 7 30
Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices 0 0 0 19 0 3 5 62
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 1 9 1 5 6 184
Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive 0 0 3 91 1 8 18 378
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 1 1 45 1 7 14 324
On the Explaination of Empirical Regularities: The statistical models of stock returns 0 0 1 16 2 8 12 185
On the Stationarity of Exhaustible Natural Resource Prices 0 0 0 23 0 7 10 104
On the Use of Quadratic Trends in Natural Resource Prices' Modeling 0 0 0 1 0 3 6 11
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE 0 1 2 39 3 12 21 92
Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices 0 0 1 22 1 4 7 100
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 51 0 12 12 320
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 68 0 2 5 320
Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections 0 0 0 61 2 11 14 290
Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections 0 0 0 64 1 3 5 116
Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections 0 0 0 20 1 4 8 46
Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities 0 0 0 27 4 6 9 124
Total Working Papers 0 2 9 765 21 131 202 3,555
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 9 14 148
Cointegration, variance shifts and the limiting distribution of the OLS estimator 0 0 0 13 0 6 7 115
Estimation of conditional asset pricing models with integrated variables in the beta specification 0 0 0 4 0 5 6 31
Existence theorems for elliptic hemivariational inequalities involving the p -Laplacian 0 0 0 1 1 5 5 8
Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas 0 0 0 3 0 9 10 38
Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences 0 0 1 48 1 5 13 212
Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems 0 0 1 2 1 6 9 11
Nonlinear elliptic equations with discontinuous nonlinearities 0 0 0 0 0 5 6 76
On nonlinear elliptic problems with discontinuities 0 0 0 0 2 7 7 44
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 1 20 1 9 16 148
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE 0 1 1 2 0 4 6 18
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE –Corrigendum 0 0 0 1 1 6 8 16
Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator 0 0 0 9 0 7 8 62
STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS 0 0 0 3 0 3 6 49
Testing for a unit root under errors with just barely infinite variance 0 0 0 17 2 8 14 118
Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets 0 0 1 10 0 4 6 42
Unbounded heteroscedasticity in autoregressive models 0 0 1 1 4 6 11 13
Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator 0 0 0 18 1 3 6 126
Total Journal Articles 0 1 6 170 16 107 158 1,275

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Statistics updated 2026-03-04