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 1 4 6 424
Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification 0 0 0 24 4 7 8 52
Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns 0 0 0 13 0 0 4 98
Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas 0 0 0 35 0 0 3 169
Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas 0 0 0 69 2 2 4 103
Factor models of stock returns: GARCH errors versus time-varying betas 0 0 0 1 2 2 3 26
Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices 0 0 0 19 0 1 2 59
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 1 9 0 0 2 179
Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive 0 0 3 91 2 4 14 372
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 1 1 1 45 2 2 10 319
On the Explaination of Empirical Regularities: The statistical models of stock returns 0 0 1 16 1 1 5 178
On the Stationarity of Exhaustible Natural Resource Prices 0 0 0 23 2 3 6 99
On the Use of Quadratic Trends in Natural Resource Prices' Modeling 0 0 0 1 0 2 5 8
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE 1 1 2 39 6 8 15 86
Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices 0 0 1 22 0 1 5 96
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 68 0 2 3 318
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 51 8 8 9 316
Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections 0 0 0 61 4 6 8 283
Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections 0 0 0 64 0 1 2 113
Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections 0 0 0 20 0 1 4 42
Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities 0 0 0 27 0 0 4 118
Total Working Papers 2 2 9 765 34 55 122 3,458
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 6 9 12 145
Cointegration, variance shifts and the limiting distribution of the OLS estimator 0 0 0 13 1 2 4 110
Estimation of conditional asset pricing models with integrated variables in the beta specification 0 0 0 4 1 2 2 27
Existence theorems for elliptic hemivariational inequalities involving the p -Laplacian 0 0 0 1 0 0 0 3
Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas 0 0 0 3 5 6 6 34
Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences 0 0 2 48 3 4 13 210
Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems 0 1 1 2 0 1 3 5
Nonlinear elliptic equations with discontinuous nonlinearities 0 0 0 0 1 2 2 72
On nonlinear elliptic problems with discontinuities 0 0 0 0 0 0 0 37
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 1 20 2 4 9 141
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE 1 1 1 2 3 4 5 17
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE –Corrigendum 0 0 0 1 2 4 4 12
Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator 0 0 0 9 1 2 3 56
STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS 0 0 0 3 0 2 3 46
Testing for a unit root under errors with just barely infinite variance 0 0 0 17 1 3 8 111
Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets 0 0 1 10 1 2 4 39
Unbounded heteroscedasticity in autoregressive models 0 0 1 1 0 2 6 7
Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator 0 0 0 18 1 2 6 124
Total Journal Articles 1 2 7 170 28 51 90 1,196

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Statistics updated 2026-01-09