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 2 2 326
Do subjective expectations explain asset pricing puzzles? 0 0 0 41 1 5 7 167
Ergodicity and existence of moments for local mixtures of linear autoregressions 0 0 0 5 1 2 3 22
Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach 0 0 2 61 0 3 6 183
Generalized Method of Moments: Applications in Finance 0 0 0 0 3 6 9 1,251
Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios 0 1 2 104 2 6 16 317
Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation 0 0 0 39 5 5 7 156
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 0 18 1 3 5 78
Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting 0 0 0 10 0 1 3 78
Total Journal Articles 0 1 4 417 13 33 59 2,661


Statistics updated 2026-01-09