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 2 3 6 330
Do subjective expectations explain asset pricing puzzles? 0 0 0 41 1 3 12 173
Ergodicity and existence of moments for local mixtures of linear autoregressions 0 0 0 5 3 3 9 29
Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach 0 0 2 62 1 3 9 188
Generalized Method of Moments: Applications in Finance 0 0 0 0 2 3 13 1,256
Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios 0 0 1 104 1 3 16 323
Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation 0 0 0 39 3 6 12 163
On the quality of Taylor approximations to expected utility 0 0 0 14 6 10 12 95
Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method 0 0 0 18 1 4 9 84
Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting 0 0 0 10 3 5 8 84
Total Journal Articles 0 0 3 418 23 43 106 2,725

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Statistics updated 2026-05-06