Details about Nikolaos Kourogenis

Access statistics for papers by Nikolaos Kourogenis.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pko350

Working Papers

2020

1. Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE
   DEOS Working Papers, Athens University of Economics and Business
   See also Journal Article Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE, Journal of Benefit-Cost Analysis, Cambridge University Press (2021) View citations (2) (2021)

2019

2. Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification
   CESifo Working Paper Series, CESifo
   See also Journal Article Estimation of conditional asset pricing models with integrated variables in the beta specification, Research in International Business and Finance, Elsevier (2020) (2020)

2016

3. Factor models of stock returns: GARCH errors versus time-varying betas
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
   Also in DEOS Working Papers, Athens University of Economics and Business (2014)
   See also Journal Article Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas, Journal of Forecasting, John Wiley & Sons, Ltd. (2016) View citations (2) (2016)
4. On the Use of Quadratic Trends in Natural Resource Prices' Modeling
   DEOS Working Papers, Athens University of Economics and Business
5. Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
   Also in DEOS Working Papers, Athens University of Economics and Business (2014)
   See also Journal Article STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS, Journal of Economic Surveys, Wiley Blackwell (2016) View citations (3) (2016)

2015

6. Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns
   DEOS Working Papers, Athens University of Economics and Business

2013

7. Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas
   DEOS Working Papers, Athens University of Economics and Business
8. Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices
   GRI Working Papers, Grantham Research Institute on Climate Change and the Environment View citations (1)
9. 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
10. Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices
    DEOS Working Papers, Athens University of Economics and Business

2012

11. On the Explaination of Empirical Regularities: The statistical models of stock returns
    DEOS Working Papers, Athens University of Economics and Business View citations (1)
12. Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections
    DEOS Working Papers, Athens University of Economics and Business

2011

13. Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities
    DEOS Working Papers, Athens University of Economics and Business

2010

14. AGGREGATIONAL GAUSSIANITY AND BARELY INFINITE VARIANCE IN CROP PRICES
    DEOS Working Papers, Athens University of Economics and Business View citations (1)
15. 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 On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2011) View citations (12) (2011)
16. On the Stationarity of Exhaustible Natural Resource Prices
    DEOS Working Papers, Athens University of Economics and Business

2009

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

2006

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

Journal Articles

2024

1. Unbounded heteroscedasticity in autoregressive models
   The Journal of Economic Asymmetries, 2024, 29, (C)

2021

2. Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE
   Journal of Benefit-Cost Analysis, 2021, 12, (1), 170-198 View citations (2)
   See also Working Paper Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE, DEOS Working Papers (2020) (2020)
3. Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE –Corrigendum
   Journal of Benefit-Cost Analysis, 2021, 12, (2), 394-394 View citations (2)

2020

4. Estimation of conditional asset pricing models with integrated variables in the beta specification
   Research in International Business and Finance, 2020, 52, (C)
   See also Working Paper Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification, CESifo Working Paper Series (2019) (2019)

2017

5. Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets
   Journal of Financial and Quantitative Analysis, 2017, 52, (5), 2305-2326 View citations (3)

2016

6. Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas
   Journal of Forecasting, 2016, 35, (5), 445-461 View citations (2)
   See also Working Paper Factor models of stock returns: GARCH errors versus time-varying betas, LSE Research Online Documents on Economics (2016) View citations (1) (2016)
7. STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS
   Journal of Economic Surveys, 2016, 30, (1), 149-164 View citations (3)
   See also Working Paper Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections, LSE Research Online Documents on Economics (2016) View citations (1) (2016)

2015

8. Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator
   Economics Bulletin, 2015, 35, (3), 1675-1680

2013

9. Aggregational Gaussianity and barely infinite variance in financial returns
   Journal of Empirical Finance, 2013, 20, (C), 102-108 View citations (6)

2011

10. 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 (5)
11. On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?
    American Journal of Agricultural Economics, 2011, 93, (5), 1341-1357 View citations (12)
    See also Working Paper On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?, DEOS Working Papers (2010) View citations (1) (2010)

2010

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

2008

13. Cointegration, variance shifts and the limiting distribution of the OLS estimator
    Economics Letters, 2008, 99, (1), 103-106 View citations (2)
14. Testing for a unit root under errors with just barely infinite variance
    Journal of Time Series Analysis, 2008, 29, (6), 1066-1087 View citations (14)

2002

15. Existence theorems for elliptic hemivariational inequalities involving the p -Laplacian
    Abstract and Applied Analysis, 2002, 7, 1-19

2001

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

2000

17. Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems
    Abstract and Applied Analysis, 2000, 5, 1-17

1997

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