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 3 5 12 431
Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification 0 0 0 24 3 4 13 58
Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns 0 0 0 13 1 3 9 106
Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas 0 0 0 35 5 7 11 179
Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas 0 0 0 69 3 4 13 114
Factor models of stock returns: GARCH errors versus time-varying betas 0 0 0 1 2 2 9 32
Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices 0 0 0 19 4 5 9 67
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 9 2 4 8 187
Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive 0 0 3 91 6 8 24 385
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 1 45 4 7 16 330
On the Explaination of Empirical Regularities: The statistical models of stock returns 0 0 1 16 1 6 14 189
On the Stationarity of Exhaustible Natural Resource Prices 0 0 0 23 0 1 10 105
On the Use of Quadratic Trends in Natural Resource Prices' Modeling 0 0 0 1 0 1 6 12
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE 0 0 2 39 2 6 23 95
Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices 0 0 1 22 2 5 10 104
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 68 2 2 7 322
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 51 6 7 19 327
Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections 0 0 0 61 1 5 16 293
Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections 0 0 0 64 4 9 12 124
Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections 0 0 0 20 2 3 10 48
Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities 0 0 0 27 3 7 9 127
Total Working Papers 0 0 8 765 56 101 260 3,635
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 5 17 151
Cointegration, variance shifts and the limiting distribution of the OLS estimator 0 0 0 13 3 3 10 118
Estimation of conditional asset pricing models with integrated variables in the beta specification 0 0 0 4 3 5 11 36
Existence theorems for elliptic hemivariational inequalities involving the p -Laplacian 0 0 0 1 4 5 9 12
Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas 0 0 0 3 9 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 1 48 2 5 15 216
Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems 0 0 1 2 2 3 9 13
Nonlinear elliptic equations with discontinuous nonlinearities 0 0 0 0 1 1 7 77
On nonlinear elliptic problems with discontinuities 0 0 0 0 1 3 8 45
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 0 20 1 3 16 150
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE 0 0 1 2 3 3 9 21
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE –Corrigendum 0 0 0 1 0 1 8 16
Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator 0 0 0 9 3 3 11 65
STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS 0 0 0 3 2 2 8 51
Testing for a unit root under errors with just barely infinite variance 0 0 0 17 1 5 17 121
Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets 0 0 1 10 4 4 10 46
Unbounded heteroscedasticity in autoregressive models 0 0 1 1 3 10 16 19
Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator 0 0 0 18 1 4 8 129
Total Journal Articles 0 0 5 170 44 74 208 1,333

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Statistics updated 2026-05-06