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 65 1 1 10 357
Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification 0 0 21 21 0 4 13 13
Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns 0 0 0 9 3 4 13 75
Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas 0 0 0 31 0 1 5 144
Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas 0 0 0 65 0 0 2 77
Factor models of stock returns: GARCH errors versus time-varying betas 0 0 1 1 3 3 9 17
Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices 0 0 0 16 2 2 3 47
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 8 5 5 70 166
Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive 0 0 1 79 2 3 11 328
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 1 1 39 1 4 12 258
On the Explaination of Empirical Regularities: The statistical models of stock returns 0 1 1 11 0 4 35 120
On the Stationarity of Exhaustible Natural Resource Prices 0 0 0 22 0 1 4 84
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE 0 1 4 32 1 3 13 127
Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE 0 0 26 26 0 7 20 20
Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices 0 0 0 19 1 1 3 81
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 2 50 1 1 20 288
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 0 65 0 0 13 300
Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections 0 0 0 56 0 0 5 255
Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections 0 0 0 38 1 2 13 170
Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections 0 0 0 64 0 1 8 98
Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections 0 0 0 20 2 3 12 32
Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities 0 0 0 26 0 0 0 102
Total Working Papers 0 3 57 763 23 50 294 3,159


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 1 12 1 1 14 87
Cointegration, variance shifts and the limiting distribution of the OLS estimator 0 0 0 13 0 0 2 93
Estimation of conditional asset pricing models with integrated variables in the beta specification 0 0 1 1 0 4 13 13
Existence theorems for elliptic hemivariational inequalities involving the p -Laplacian 0 0 0 0 0 0 0 0
Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas 0 0 0 3 0 0 1 24
Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences 0 0 0 45 0 0 2 171
Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems 0 0 0 1 0 0 0 1
Nonlinear elliptic equations with discontinuous nonlinearities 0 0 0 0 0 1 5 66
On nonlinear elliptic problems with discontinuities 0 0 0 0 0 0 0 36
On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? 0 0 0 18 1 2 6 115
Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator 1 1 3 8 2 2 10 46
STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS 0 0 0 3 1 2 8 35
Testing for a unit root under errors with just barely infinite variance 0 0 0 17 0 0 8 95
Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets 0 0 1 7 0 0 8 26
Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator 0 0 0 17 0 0 5 105
Total Journal Articles 1 1 6 145 5 12 82 913


Statistics updated 2020-09-04