Details about Nikolaos Kourogenis

Access statistics for papers by Nikolaos Kourogenis.

Last updated 2013-04-06. Update your information in the RePEc Author Service.

Short-id: pko350

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
2. Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices
   DEOS Working Papers, Athens University of Economics and Business

2010

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

2009

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

2006

5. 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 View citations (1)

Undated

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

Journal Articles

2013

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

2011

2. 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 View citations (1)
3. On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?
   American Journal of Agricultural Economics, 2011, 93, (5), 1341-1357 View citations (2)
   See also Working Paper

2010

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

2008

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

2001

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

1997

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