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 1 14 59
Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns 0 0 0 13 0 1 11 109
Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas 0 0 0 35 2 3 14 183
Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas 0 0 0 69 0 1 15 116
Factor models of stock returns: GARCH errors versus time-varying betas 0 0 0 1 1 1 9 33
Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices 0 0 0 19 1 1 13 71
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 9 0 0 9 188
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 21 389
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 1 45 0 0 14 331
On the Explaination of Empirical Regularities: The statistical models of stock returns 0 0 0 16 0 0 13 190
On the Stationarity of Exhaustible Natural Resource Prices 0 0 0 23 0 1 10 106
On the Use of Quadratic Trends in Natural Resource Prices' Modeling 0 0 0 1 0 1 8 14
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE 0 0 1 39 0 1 18 96
Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices 0 0 0 22 1 3 12 107
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 68 0 0 9 325
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 1 2 18 295
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 7 48
Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities 0 0 0 27 0 0 9 127
Total Working Papers 0 0 2 765 6 18 269 3,672
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 3 21 157
Cointegration, variance shifts and the limiting distribution of the OLS estimator 0 0 0 13 1 1 11 119
Estimation of conditional asset pricing models with integrated variables in the beta specification 0 0 0 4 0 1 12 37
Existence theorems for elliptic hemivariational inequalities involving the p -Laplacian 0 0 0 1 1 1 10 13
Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas 0 0 0 3 1 4 23 51
Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences 0 0 0 48 0 2 14 220
Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems 0 0 1 2 0 2 11 15
Nonlinear elliptic equations with discontinuous nonlinearities 0 0 0 0 0 2 10 80
On nonlinear elliptic problems with discontinuities 0 0 0 0 1 1 10 47
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 0 20 0 1 15 152
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE 0 0 2 3 0 1 11 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 1 3 14 68
STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS 0 0 0 3 1 2 10 54
Testing for a unit root under errors with just barely infinite variance 0 0 0 17 1 2 15 123
Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets 0 0 0 10 0 0 10 47
Unbounded heteroscedasticity in autoregressive models 0 0 0 1 0 1 16 21
Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator 1 1 1 19 1 1 8 130
Total Journal Articles 1 1 4 172 9 28 229 1,374

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Statistics updated 2026-10-11