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 0 0 0 324
Do subjective expectations explain asset pricing puzzles? 0 0 0 41 1 1 4 162
Ergodicity and existence of moments for local mixtures of linear autoregressions 0 0 0 5 0 0 1 20
Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach 0 0 1 60 0 0 5 179
Generalized Method of Moments: Applications in Finance 0 0 0 0 0 1 4 1,244
Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios 0 0 1 103 2 2 11 309
Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation 0 0 2 39 0 0 5 151
Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method 0 0 1 18 0 0 3 75
Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting 0 0 0 10 1 1 2 77
Total Journal Articles 0 0 5 401 4 5 35 2,541


Statistics updated 2025-08-05