Details about Periklis Kougoulis

Access statistics for papers by Periklis Kougoulis.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pko791

Working Papers

2006

1. Generalized variance ratio tests in the presence of statistical dependence
   Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)
   See also Journal Article Generalized Variance-Ratio Tests in the Presence of Statistical Dependence, Journal of Time Series Analysis, Wiley Blackwell (2015) (2015)

2004

2. Comovement and FTSE 100 Index Changes
   Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group View citations (5)
   See also Journal Article Comovement and FTSE 100 index changes, International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd (2014) View citations (5) (2014)

Journal Articles

2015

1. Generalized Variance-Ratio Tests in the Presence of Statistical Dependence
   Journal of Time Series Analysis, 2015, 36, (5), 687-705
   See also Working Paper Generalized variance ratio tests in the presence of statistical dependence, Computing in Economics and Finance 2006 (2006) View citations (1) (2006)

2014

2. Comovement and FTSE 100 index changes
   International Journal of Behavioural Accounting and Finance, 2014, 4, (2), 93-112 View citations (5)
   See also Working Paper Comovement and FTSE 100 Index Changes, Money Macro and Finance (MMF) Research Group Conference 2004 (2004) View citations (5) (2004)

2013

3. Labour market, obesity and public policy considerations
   Economics Bulletin, 2013, 33, (1), 783-793

2008

4. The MSCI-Canada index rebalancing and excess comovement
   Applied Financial Economics, 2008, 18, (16), 1277-1287 View citations (1)