Nikolaos Kourogenis
Personal Details
First Name: | Nikolaos |
Middle Name: | |
Last Name: | Kourogenis |
Suffix: | |
RePEc Short-ID: | pko350 |
[This author has chosen not to make the email address public] | |
http://web.xrh.unipi.gr/index.php?option=com_content&task=view&id=31&Itemid=76&lang=en | |
Affiliation
(50%) Department of Banking and Financial Management
University of Piraeus
Piraeus, Greecehttps://bankfin.unipi.gr/
RePEc:edi:dfpirgr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Phoebe Koundouri & Nikos Chatzistamoulou & Osiel Gonzalez Davila & Amerissa Giannouli & Nikolaos Kourogenis & Anastasios Xepapadeas & Peter A. Xepapadeas, 2020.
"Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE,"
DEOS Working Papers
2001, Athens University of Economics and Business.
- Koundouri, Phoebe & Chatzistamoulou, Nikos & Davila, González & Giannouli, Amerissa & Kourogenis, Nikolaos & Xepapadeas, Anastasios & Xepapadeas, Petros, 2021. "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, vol. 12(1), pages 170-198, April.
- Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2019.
"Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification,"
CESifo Working Paper Series
7969, CESifo.
- Antypas, Antonios & Caporale, Guglielmo Maria & Kourogenis, Nikolaos & Pittis, Nikitas, 2020. "Estimation of conditional asset pricing models with integrated variables in the beta specification," Research in International Business and Finance, Elsevier, vol. 52(C).
- Phoebe Koundouri & Nikolaos Kourogenis, 2016. "On the Use of Quadratic Trends in Natural Resource Prices' Modeling," DEOS Working Papers 1608, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2015. "Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns," DEOS Working Papers 1507, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014.
"Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas,"
DEOS Working Papers
1409, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016. "Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016. "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics 65548, London School of Economics and Political Science, LSE Library.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2014.
"Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections,"
DEOS Working Papers
1410, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2016. "Statistical Modeling Of Stock Returns: Explanatory Or Descriptive? A Historical Survey With Some Methodological Reflections," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 149-164, February.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2016. "Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections," LSE Research Online Documents on Economics 65549, London School of Economics and Political Science, LSE Library.
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2013. "Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices," DEOS Working Papers 1305, Athens University of Economics and Business.
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2013. "Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices," GRI Working Papers 126, Grantham Research Institute on Climate Change and the Environment.
- Ioannis Anastasiou & Anastasios Xepapadeas & Vassilios Babalos & Marva Stithou & Osiel Davila & Phoebe Koundouri & Antonios Antypas & Nikolaos Kourogenis & Aris Mousoulides & Marianna Mousoulidou & Ni, 2013. "Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive," DEOS Working Papers 1304, Athens University of Economics and Business.
- Panagiotis Samartzis & Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, 2013. "Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas," DEOS Working Papers 1318, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2012. "Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections," DEOS Working Papers 1226, Athens University of Economics and Business.
- Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, 2012. "On the Explaination of Empirical Regularities: The statistical models of stock returns," DEOS Working Papers 1220, Athens University of Economics and Business.
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2011. "Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities," DEOS Working Papers 1113, Athens University of Economics and Business.
- Nikolaos Kourogenis & Phoebe Koundouri, 2010. "On the Stationarity of Exhaustible Natural Resource Prices," DEOS Working Papers 1022, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis, 2010.
"On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?,"
DEOS Working Papers
1007, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis, 2011. "On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(5), pages 1341-1357.
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2010. "Aggregational Gaussianity And Barely Infinite Variance In Crop Prices," DEOS Working Papers 1001, Athens University of Economics and Business.
- Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009.
"Selectivity, Market Timing and the Morningstar Star-Rating System,"
CESifo Working Paper Series
2580, CESifo.
- Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009. "Selectivity, Market Timing and the Morningstar Star-Rating System," Discussion Papers of DIW Berlin 874, DIW Berlin, German Institute for Economic Research.
- Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis, 2006.
"Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots,"
Economics Department Working Paper Series
n1620106.pdf, Department of Economics, National University of Ireland - Maynooth.
repec:aue:wpaper:1503 is not listed on IDEAS
Articles
- Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2024. "Unbounded heteroscedasticity in autoregressive models," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
- Koundouri, Phoebe & Chatzistamoulou, Nikos & González Dávila, Osiel & Giannouli, Amerissa & Kourogenis, Nikolaos & Xepapadeas, Anastasios & Xepapadeas, Petros, 2021. "Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE –Corrigendum," Journal of Benefit-Cost Analysis, Cambridge University Press, vol. 12(2), pages 394-394, July.
- Koundouri, Phoebe & Chatzistamoulou, Nikos & Davila, González & Giannouli, Amerissa & Kourogenis, Nikolaos & Xepapadeas, Anastasios & Xepapadeas, Petros, 2021.
"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, vol. 12(1), pages 170-198, April.
- Phoebe Koundouri & Nikos Chatzistamoulou & Osiel Gonzalez Davila & Amerissa Giannouli & Nikolaos Kourogenis & Anastasios Xepapadeas & Peter A. Xepapadeas, 2020. "Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE," DEOS Working Papers 2001, Athens University of Economics and Business.
- Antypas, Antonios & Caporale, Guglielmo Maria & Kourogenis, Nikolaos & Pittis, Nikitas, 2020.
"Estimation of conditional asset pricing models with integrated variables in the beta specification,"
Research in International Business and Finance, Elsevier, vol. 52(C).
- Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2019. "Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification," CESifo Working Paper Series 7969, CESifo.
- Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos & Kourogenis, Nikolaos & Tsiritakis, Emmanuel, 2017. "Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 2305-2326, October.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2016.
"Statistical Modeling Of Stock Returns: Explanatory Or Descriptive? A Historical Survey With Some Methodological Reflections,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 149-164, February.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2016. "Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections," LSE Research Online Documents on Economics 65549, London School of Economics and Political Science, LSE Library.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2014. "Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections," DEOS Working Papers 1410, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016.
"Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014. "Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas," DEOS Working Papers 1409, Athens University of Economics and Business.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016. "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics 65548, London School of Economics and Political Science, LSE Library.
- Nikolaos Kourogenis, 2015. "Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator," Economics Bulletin, AccessEcon, vol. 35(3), pages 1675-1680.
- Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos, 2013. "Aggregational Gaussianity and barely infinite variance in financial returns," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 102-108.
- Nikolaos Kourogenis & Nikitas Pittis, 2011. "Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences," Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 88-108.
- Phoebe Koundouri & Nikolaos Kourogenis, 2011.
"On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(5), pages 1341-1357.
- Phoebe Koundouri & Nikolaos Kourogenis, 2010. "On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?," DEOS Working Papers 1007, Athens University of Economics and Business.
- Kourogenis, Nikolaos & Pittis, Nikitas, 2010. "Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator," Economics Letters, Elsevier, vol. 106(2), pages 84-86, February.
- Nikolaos Kourogenis & Nikitas Pittis, 2008. "Testing for a unit root under errors with just barely infinite variance," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 1066-1087, November.
- Kourogenis, Nikolaos & Pittis, Nikitas, 2008. "Cointegration, variance shifts and the limiting distribution of the OLS estimator," Economics Letters, Elsevier, vol. 99(1), pages 103-106, April.
- Nikolaos C. Kourogenis & Nikolaos S. Papageorgiou, 2002. "Existence theorems for elliptic hemivariational inequalities involving the p -Laplacian," Abstract and Applied Analysis, Hindawi, vol. 7, pages 1-19, January.
- Kourogenis, N.C. & Papageorgiou, N.S., 2001. "Nonlinear elliptic equations with discontinuous nonlinearities," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, vol. 12(1), pages 79-94.
- Nikolaos C. Kourogenis & Nikolaos S. Papageorgiou, 2000. "Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems," Abstract and Applied Analysis, Hindawi, vol. 5, pages 1-17, January.
- Kourogenis, N.C. & Papageorgiou, N.S., 1997. "On nonlinear elliptic problems with discontinuities," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, vol. 8(2-4), pages 323-334.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Phoebe Koundouri & Nikos Chatzistamoulou & Osiel Gonzalez Davila & Amerissa Giannouli & Nikolaos Kourogenis & Anastasios Xepapadeas & Peter A. Xepapadeas, 2020.
"Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE,"
DEOS Working Papers
2001, Athens University of Economics and Business.
- Koundouri, Phoebe & Chatzistamoulou, Nikos & Davila, González & Giannouli, Amerissa & Kourogenis, Nikolaos & Xepapadeas, Anastasios & Xepapadeas, Petros, 2021. "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, vol. 12(1), pages 170-198, April.
Cited by:
- Morretta, Valentina & Florio, Massimo & Landoni, Matteo, 2023. "The social value of Earth observation: A new evaluation framework for public high-tech infrastructures," Structural Change and Economic Dynamics, Elsevier, vol. 67(C), pages 407-419.
- Giffoni, Francesco & Florio, Massimo, 2023. "Public support of science: A contingent valuation study of citizens' attitudes about CERN with and without information about implicit taxes," Research Policy, Elsevier, vol. 52(1).
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014.
"Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas,"
DEOS Working Papers
1409, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016. "Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016. "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics 65548, London School of Economics and Political Science, LSE Library.
Cited by:
- Blasques, F. & Francq, Christian & Laurent, Sébastien, 2024. "Autoregressive conditional betas," Journal of Econometrics, Elsevier, vol. 238(2).
- Lioui, Abraham & Tarelli, Andrea, 2020. "Factor Investing for the Long Run," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2014.
"Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections,"
DEOS Working Papers
1410, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2016. "Statistical Modeling Of Stock Returns: Explanatory Or Descriptive? A Historical Survey With Some Methodological Reflections," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 149-164, February.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2016. "Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections," LSE Research Online Documents on Economics 65549, London School of Economics and Political Science, LSE Library.
Cited by:
- Jan F. Kiviet & Zhenxi Chen, 2018. "A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets," Annals of Economics and Finance, Society for AEF, vol. 19(1), pages 151-196, May.
- Jan F. Kiviet, 2016.
"Discriminating between (in)valid external instruments and (in)valid exclusion restrictions,"
Economic Growth Centre Working Paper Series
1508, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Kiviet Jan F., 2017. "Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-9, January.
- Jan F. Kiviet, 2015. "Discriminating between (in)valid external instruments and (in)valid exclusion restrictions," UvA-Econometrics Working Papers 15-04, Universiteit van Amsterdam, Dept. of Econometrics.
- Jan F. Kiviet & Zhenxi Chen, 2016. "A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices," Economic Growth Centre Working Paper Series 1606, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2013.
"Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices,"
GRI Working Papers
126, Grantham Research Institute on Climate Change and the Environment.
Cited by:
- Phoebe Koundouri & Dimitrios Reppas & Ioannis Souliotis, 2015. "A retrospective on The Allocation of Energy Resource by William D. Nordhaus," DEOS Working Papers 1520, Athens University of Economics and Business.
- Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, 2012.
"On the Explaination of Empirical Regularities: The statistical models of stock returns,"
DEOS Working Papers
1220, Athens University of Economics and Business.
Cited by:
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2012. "Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections," DEOS Working Papers 1226, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis, 2010.
"On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?,"
DEOS Working Papers
1007, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis, 2011. "On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(5), pages 1341-1357.
Cited by:
- Xiaodong Du & David A. Hennessy & Cindy L. Yu, 2012.
"Testing Day's Conjecture that More Nitrogen Decreases Crop Yield Skewness,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 94(1), pages 225-237.
- Du, Xiaodong & Hennessy, David A. & Yu, Cindy, 2012. "Testing Day's Conjecture That More Nitrogen Decreases Crop Yield Skewness," Staff General Research Papers Archive 35022, Iowa State University, Department of Economics.
- Xiaodong Du & David A. Hennessy & Cindy L. Yu, 2010. "Testing Day's Conjecture that More Nitrogen Decreases Crop Yield Skewness," Center for Agricultural and Rural Development (CARD) Publications 10-wp511, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Gerlt, Scott & Westhoff, Patrick, 2013. "Analysis of the Supplemental Coverage Option," 2013 AAEA: Crop Insurance and the Farm Bill Symposium 156704, Agricultural and Applied Economics Association.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2014.
"Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections,"
DEOS Working Papers
1410, Athens University of Economics and Business.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2016. "Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections," LSE Research Online Documents on Economics 65549, London School of Economics and Political Science, LSE Library.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2016. "Statistical Modeling Of Stock Returns: Explanatory Or Descriptive? A Historical Survey With Some Methodological Reflections," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 149-164, February.
- Liu, Y. & Ker, A., 2018. "Is There Too Much History in Historical Yield Data," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277293, International Association of Agricultural Economists.
- Wyatt Thompson & Joe Dewbre & Patrick Westfhoff & Kateryna Schroeder & Simone Pieralli & Ignacio Perez Dominguez, 2017. "Introducing medium-and long-term productivity responses in Aglink-Cosimo," JRC Research Reports JRC105738, Joint Research Centre.
- Gerlt, Scott & Thompson, Wyatt & Miller, Douglas, 2014. "Exploiting the Relationship between Farm-Level Yields and County-Level Yields for Applied Analysis," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 39(2), pages 1-18.
- Gerlt, Scott & Westhoff, Patrick, "undated". "Comparison of County ARC and SCO," 2014 AAEA: Crop Insurance and the 2014 Farm Bill Symposium: Implementing Change in U.S. Agricultural Policy, October 8-9, 2014, Louisville, KY 184289, Agricultural and Applied Economics Association.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2012. "Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections," DEOS Working Papers 1226, Athens University of Economics and Business.
- Christopher N. Boyer & B. Wade Brorsen & Emmanuel Tumusiime, 2015. "Modeling skewness with the linear stochastic plateau model to determine optimal nitrogen rates," Agricultural Economics, International Association of Agricultural Economists, vol. 46(1), pages 1-10, January.
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2010.
"Aggregational Gaussianity And Barely Infinite Variance In Crop Prices,"
DEOS Working Papers
1001, Athens University of Economics and Business.
Cited by:
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2012. "Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections," DEOS Working Papers 1226, Athens University of Economics and Business.
- Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009.
"Selectivity, Market Timing and the Morningstar Star-Rating System,"
CESifo Working Paper Series
2580, CESifo.
- Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009. "Selectivity, Market Timing and the Morningstar Star-Rating System," Discussion Papers of DIW Berlin 874, DIW Berlin, German Institute for Economic Research.
Cited by:
- Otero-González, Luis & Durán-Santomil, Pablo, 2021. "Is quantitative and qualitative information relevant for choosing mutual funds?," Journal of Business Research, Elsevier, vol. 123(C), pages 476-488.
- Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis, 2006.
"Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots,"
Economics Department Working Paper Series
n1620106.pdf, Department of Economics, National University of Ireland - Maynooth.
Cited by:
- Lightwood, James & Glantz, Stanton A., 2011. "Predicted Effect of California Tobacco Control Funding on Smoking Prevalence, Cigarette Consumption, and Healthcare Costs, 2012-2016," University of California at San Francisco, Center for Tobacco Control Research and Education qt6j03515p, Center for Tobacco Control Research and Education, UC San Francisco.
Articles
- Koundouri, Phoebe & Chatzistamoulou, Nikos & González Dávila, Osiel & Giannouli, Amerissa & Kourogenis, Nikolaos & Xepapadeas, Anastasios & Xepapadeas, Petros, 2021.
"Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE –Corrigendum,"
Journal of Benefit-Cost Analysis, Cambridge University Press, vol. 12(2), pages 394-394, July.
Cited by:
- Morretta, Valentina & Florio, Massimo & Landoni, Matteo, 2023. "The social value of Earth observation: A new evaluation framework for public high-tech infrastructures," Structural Change and Economic Dynamics, Elsevier, vol. 67(C), pages 407-419.
- Giffoni, Francesco & Florio, Massimo, 2023. "Public support of science: A contingent valuation study of citizens' attitudes about CERN with and without information about implicit taxes," Research Policy, Elsevier, vol. 52(1).
- Koundouri, Phoebe & Chatzistamoulou, Nikos & Davila, González & Giannouli, Amerissa & Kourogenis, Nikolaos & Xepapadeas, Anastasios & Xepapadeas, Petros, 2021.
"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, vol. 12(1), pages 170-198, April.
See citations under working paper version above.
- Phoebe Koundouri & Nikos Chatzistamoulou & Osiel Gonzalez Davila & Amerissa Giannouli & Nikolaos Kourogenis & Anastasios Xepapadeas & Peter A. Xepapadeas, 2020. "Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE," DEOS Working Papers 2001, Athens University of Economics and Business.
- Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos & Kourogenis, Nikolaos & Tsiritakis, Emmanuel, 2017.
"Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 2305-2326, October.
Cited by:
- Stylianos Asimakopoulos & Joan Paredes & Thomas Warmedinger, 2020. "Real‐Time Fiscal Forecasting Using Mixed‐Frequency Data," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 369-390, January.
- Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos & Li, Xinyu, 2023. "The role of environmental, social, and governance rating on corporate debt structure," Journal of Corporate Finance, Elsevier, vol. 83(C).
- Maio, Paulo & Xu, Danielle, 2020. "Cash-flow or return predictability at long horizons? The case of earnings yield," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 172-192.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2016.
"Statistical Modeling Of Stock Returns: Explanatory Or Descriptive? A Historical Survey With Some Methodological Reflections,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 149-164, February.
See citations under working paper version above.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2016. "Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections," LSE Research Online Documents on Economics 65549, London School of Economics and Political Science, LSE Library.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2014. "Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections," DEOS Working Papers 1410, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016.
"Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
See citations under working paper version above.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014. "Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas," DEOS Working Papers 1409, Athens University of Economics and Business.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016. "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics 65548, London School of Economics and Political Science, LSE Library.
- Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos, 2013.
"Aggregational Gaussianity and barely infinite variance in financial returns,"
Journal of Empirical Finance, Elsevier, vol. 20(C), pages 102-108.
Cited by:
- BenSaïda, Ahmed & Slim, Skander, 2016. "Highly flexible distributions to fit multiple frequency financial returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 203-213.
- Kei Katahira & Yu Chen & Gaku Hashimoto & Hiroshi Okuda, 2019. "Development of an agent-based speculation game for higher reproducibility of financial stylized facts," Papers 1902.02040, arXiv.org.
- Katahira, Kei & Chen, Yu & Hashimoto, Gaku & Okuda, Hiroshi, 2019. "Development of an agent-based speculation game for higher reproducibility of financial stylized facts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 503-518.
- Luis Goncalves de Faria, 2022. "An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation," Papers 2206.09772, arXiv.org.
- Kyubin Yim & Gabjin Oh & Seunghwan Kim, 2016. "Understanding Financial Market States Using an Artificial Double Auction Market," PLOS ONE, Public Library of Science, vol. 11(3), pages 1-15, March.
- Elena Green & Daniel M. Heffernan, 2019. "An Agent-Based Model to Explain the Emergence of Stylised Facts in Log Returns," Papers 1901.05053, arXiv.org.
- Nikolaos Kourogenis & Nikitas Pittis, 2011.
"Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences,"
Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 88-108.
Cited by:
- Sanghoon Lee & Qiang Li, 2010.
"Uneven landscapes and the city size distribution,"
Working Papers
2010/41, Institut d'Economia de Barcelona (IEB).
- Lee, Sanghoon & Li, Qiang, 2013. "Uneven landscapes and city size distributions," Journal of Urban Economics, Elsevier, vol. 78(C), pages 19-29.
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2010. "Aggregational Gaussianity And Barely Infinite Variance In Crop Prices," DEOS Working Papers 1001, Athens University of Economics and Business.
- Shi, Chengchun & Zhou, Yunzhe & Li, Lexin, 2023. "Testing directed acyclic graph via structural, supervised and generative adversarial learning," LSE Research Online Documents on Economics 119446, London School of Economics and Political Science, LSE Library.
- Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos, 2013. "Aggregational Gaussianity and barely infinite variance in financial returns," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 102-108.
- Sanghoon Lee & Qiang Li, 2010.
"Uneven landscapes and the city size distribution,"
Working Papers
2010/41, Institut d'Economia de Barcelona (IEB).
- Phoebe Koundouri & Nikolaos Kourogenis, 2011.
"On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(5), pages 1341-1357.
See citations under working paper version above.
- Phoebe Koundouri & Nikolaos Kourogenis, 2010. "On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?," DEOS Working Papers 1007, Athens University of Economics and Business.
- Kourogenis, Nikolaos & Pittis, Nikitas, 2010.
"Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator,"
Economics Letters, Elsevier, vol. 106(2), pages 84-86, February.
Cited by:
- Abdelkamel Alj & Rajae Azrak & Guy Melard, 2014. "On Conditions in Central Limit Theorems for Martingale Difference Arrays Long Version," Working Papers ECARES ECARES 2014-05, ULB -- Universite Libre de Bruxelles.
- Nikolaos Kourogenis & Nikitas Pittis, 2008.
"Testing for a unit root under errors with just barely infinite variance,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 1066-1087, November.
Cited by:
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2010. "Aggregational Gaussianity And Barely Infinite Variance In Crop Prices," DEOS Working Papers 1001, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2014.
"Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections,"
DEOS Working Papers
1410, Athens University of Economics and Business.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2016. "Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections," LSE Research Online Documents on Economics 65549, London School of Economics and Political Science, LSE Library.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2016. "Statistical Modeling Of Stock Returns: Explanatory Or Descriptive? A Historical Survey With Some Methodological Reflections," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 149-164, February.
- Neil Kellard & Denise Osborn & Jerry Coakley & Christian Conrad & Menelaos Karanasos, 2015. "On the Transmission of Memory in Garch-in-Mean Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 706-720, September.
- Till Strohsal & Enzo Weber, 2014.
"Mean-variance cointegration and the expectations hypothesis,"
Quantitative Finance, Taylor & Francis Journals, vol. 14(11), pages 1983-1997, November.
- Till Strohsal & Enzo Weber, 2011. "Mean-Variance Cointegration and the Expectations Hypothesis," SFB 649 Discussion Papers SFB649DP2011-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Strohsal, Till & Weber, Enzo, 2010. "Mean-Variance Cointegration and the Expectations Hypothesis," University of Regensburg Working Papers in Business, Economics and Management Information Systems 442, University of Regensburg, Department of Economics.
- Canepa, Alessandra, 2024. "Inflation dynamics and persistence: The importance of the uncertainty channel," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos, 2013. "Aggregational Gaussianity and barely infinite variance in financial returns," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 102-108.
- Canepa, Alessandra, 2022. "Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202211, University of Turin.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2012. "Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections," DEOS Working Papers 1226, Athens University of Economics and Business.
- Kourogenis, Nikolaos & Pittis, Nikitas, 2008.
"Cointegration, variance shifts and the limiting distribution of the OLS estimator,"
Economics Letters, Elsevier, vol. 99(1), pages 103-106, April.
Cited by:
- Boswijk, H. Peter, 2010. "Nuisance parameter free inference on cointegration parameters in the presence of a variance shift," Economics Letters, Elsevier, vol. 107(2), pages 190-193, May.
- Damen, Sven & Vastmans, Frank & Buyst, Erik, 2016. "The effect of mortgage interest deduction and mortgage characteristics on house prices," Journal of Housing Economics, Elsevier, vol. 34(C), pages 15-29.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (3) 2010-02-05 2014-10-03 2020-01-13
- NEP-ENE: Energy Economics (3) 2013-03-16 2013-03-16 2013-11-22
- NEP-DCM: Discrete Choice Models (2) 2015-02-16 2020-02-24
- NEP-ENV: Environmental Economics (2) 2013-03-16 2020-02-24
- NEP-HIS: Business, Economic and Financial History (2) 2014-10-03 2016-10-30
- NEP-ORE: Operations Research (2) 2014-10-03 2020-01-13
- NEP-CWA: Central and Western Asia (1) 2013-03-16
- NEP-ETS: Econometric Time Series (1) 2014-09-29
- NEP-GER: German Papers (1) 2014-09-29
- NEP-MAC: Macroeconomics (1) 2013-03-16
- NEP-PPM: Project, Program and Portfolio Management (1) 2020-02-24
- NEP-SOG: Sociology of Economics (1) 2015-02-16
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