Access Statistics for Georgios Skoulakis

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Recursive Formula for Computing Central Moments of a Multivariate Lognormal Distribution 0 0 0 125 1 1 1 325
Do subjective expectations explain asset pricing puzzles? 0 0 0 41 2 2 4 164
Ergodicity and existence of moments for local mixtures of linear autoregressions 0 0 0 5 1 1 2 21
Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach 0 1 2 61 2 3 7 182
Generalized Method of Moments: Applications in Finance 0 0 0 0 2 3 7 1,247
Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios 0 0 1 103 1 3 12 312
Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation 0 0 2 39 0 0 4 151
On the quality of Taylor approximations to expected utility 0 0 0 14 0 0 1 83
Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method 0 0 1 18 1 1 4 76
Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting 0 0 0 10 0 0 2 77
Total Journal Articles 0 1 6 416 10 14 44 2,638


Statistics updated 2025-11-08