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Details about Nikolaos Kourogenis

E-mail:
Homepage:http://web.xrh.unipi.gr/index.php?option=com_content&task=view&id=31&Itemid=76&lang=en
Workplace:Department of Banking and Financial Management, University of Piraeus, (more information at EDIRC)
University of Piraeus

Access statistics for papers by Nikolaos Kourogenis.

Last updated 2013-07-31. Update your information in the RePEc Author Service.

Short-id: pko350


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Working Papers

2013

  1. Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive
    DEOS Working Papers, Athens University of Economics and Business Downloads
  2. Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices
    DEOS Working Papers, Athens University of Economics and Business Downloads

2010

  1. AGGREGATIONAL GAUSSIANITY AND BARELY INFINITE VARIANCE IN CROP PRICES
    DEOS Working Papers, Athens University of Economics and Business Downloads View citations (1)

2009

  1. Selectivity, Market Timing and the Morningstar Star-Rating System
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2009) Downloads

2006

  1. Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (1)

Undated

  1. Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas
    DEOS Working Papers, Athens University of Economics and Business Downloads
  2. On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?
    DEOS Working Papers, Athens University of Economics and Business Downloads View citations (1)
    See also Journal Article in American Journal of Agricultural Economics (2011)
  3. On the Explaination of Empirical Regularities: The statistical models of stock returns
    DEOS Working Papers, Athens University of Economics and Business Downloads
  4. On the Stationarity of Exhaustible Natural Resource Prices
    DEOS Working Papers, Athens University of Economics and Business Downloads
  5. Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections
    DEOS Working Papers, Athens University of Economics and Business Downloads
  6. Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections
    DEOS Working Papers, Athens University of Economics and Business Downloads
  7. Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities
    DEOS Working Papers, Athens University of Economics and Business Downloads

Journal Articles

2013

  1. Aggregational Gaussianity and barely infinite variance in financial returns
    Journal of Empirical Finance, 2013, 20, (C), 102-108 Downloads

2011

  1. Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences
    Econometric Reviews, 2011, 30, (1), 88-108 Downloads View citations (1)
  2. On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?
    American Journal of Agricultural Economics, 2011, 93, (5), 1341-1357 Downloads View citations (4)
    See also Working Paper

2010

  1. Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator
    Economics Letters, 2010, 106, (2), 84-86 Downloads

2008

  1. Cointegration, variance shifts and the limiting distribution of the OLS estimator
    Economics Letters, 2008, 99, (1), 103-106 Downloads View citations (1)
  2. Testing for a unit root under errors with just barely infinite variance
    Journal of Time Series Analysis, 2008, 29, (6), 1066-1087 Downloads View citations (4)

2001

  1. Nonlinear elliptic equations with discontinuous nonlinearities
    Pure Mathematics and Applications, 2001, 12, (1), 79-94

1997

  1. On nonlinear elliptic problems with discontinuities
    Pure Mathematics and Applications, 1997, 8, (2-4), 323-334
 
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