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 2 4 328
Do subjective expectations explain asset pricing puzzles? 0 0 0 41 0 4 9 170
Ergodicity and existence of moments for local mixtures of linear autoregressions 0 0 0 5 0 5 6 26
Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach 0 1 2 62 0 2 6 185
Generalized Method of Moments: Applications in Finance 0 0 0 0 1 6 11 1,254
Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios 0 0 2 104 0 5 15 320
Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation 0 0 0 39 3 9 9 160
On the quality of Taylor approximations to expected utility 0 0 0 14 2 4 4 87
Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method 0 0 0 18 2 5 8 82
Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting 0 0 0 10 2 3 5 81
Total Journal Articles 0 1 4 418 11 45 77 2,693

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Statistics updated 2026-03-04