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 2 125 0 0 2 324
Do subjective expectations explain asset pricing puzzles? 0 0 0 41 0 1 5 160
Ergodicity and existence of moments for local mixtures of linear autoregressions 0 0 0 5 0 0 1 19
Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach 0 0 2 59 0 3 5 177
Generalized Method of Moments: Applications in Finance 0 0 0 0 1 2 4 1,242
Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios 0 0 2 102 0 2 9 301
Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation 1 2 2 39 1 2 4 149
Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method 0 1 2 18 0 1 2 73
Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting 0 0 0 10 0 0 0 75
Total Journal Articles 1 3 10 399 2 11 32 2,520


Statistics updated 2025-01-05