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Nikolaos Kourogenis

Personal Details

First Name:Nikolaos
Middle Name:
Last Name:Kourogenis
Suffix:
RePEc Short-ID:pko350
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, Greece
http://web.xrh.unipi.gr/

:


RePEc:edi:dfpirgr (more details at EDIRC)

(50%) University of Piraeus

http://www.unipi.gr
Piraeus

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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.
  2. 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.
  3. Phoebe Koundouri & Osiel Gonzalez Davila & Amerissa Giannouli & Nikolaos Kourogenis & Anastasios Xepapadeas & Peter A. Xepapadeas, 2015. "Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE," DEOS Working Papers 1503, Athens University of Economics and Business.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis, 2006. "Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots," Economics, Finance and Accounting Department Working Paper Series n1620106.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  11. Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, "undated". "Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities," DEOS Working Papers 1113, Athens University of Economics and Business.
  12. Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, "undated". "Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections," DEOS Working Papers 1226, Athens University of Economics and Business.
  13. Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, "undated". "On the Explaination of Empirical Regularities: The statistical models of stock returns," DEOS Working Papers 1220, Athens University of Economics and Business.
  14. Nikolaos Kourogenis & Phoebe Koundouri, "undated". "On the Stationarity of Exhaustible Natural Resource Prices," DEOS Working Papers 1022, Athens University of Economics and Business.
  15. Phoebe Koundouri & Nikolaos Kourogenis, "undated". "On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?," DEOS Working Papers 1007, Athens University of Economics and Business.
  16. Panagiotis Samartzis & Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, "undated". "Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas," DEOS Working Papers 1318, Athens University of Economics and Business.
  17. Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, "undated". "Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections," DEOS Working Papers 1331, Athens University of Economics and Business.

Articles

  1. 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).
  2. 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.
  3. 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.
  4. 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.
  5. Nikolaos Kourogenis, 2015. "Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator," Economics Bulletin, AccessEcon, vol. 35(3), pages 1675-1680.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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

  1. 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:

    1. Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, "undated". "Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections," DEOS Working Papers 1226, Athens University of Economics and Business.

  2. Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis, 2006. "Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots," Economics, Finance and Accounting Department Working Paper Series n1620106.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.

    Cited by:

    1. 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.

  3. Phoebe Koundouri & Nikolaos Kourogenis, "undated". "On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?," DEOS Working Papers 1007, Athens University of Economics and Business.

    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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 Working Papers JRC105738, Joint Research Centre (Seville site).
    7. Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, "undated". "Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections," DEOS Working Papers 1226, Athens University of Economics and Business.
    8. 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.
    9. 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.

  4. Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, "undated". "Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections," DEOS Working Papers 1331, Athens University of Economics and Business.

    Cited by:

    1. 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.
    2. 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.
    3. 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.

Articles

  1. 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.
  2. 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:

    1. 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.
    2. 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.
    3. 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.
    4. 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.

  3. 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:

    1. Sanghoon Lee & Qiang Li, 2010. "Uneven landscapes and the city size distribution," Working Papers 2010/41, Institut d'Economia de Barcelona (IEB).
    2. 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.
    3. 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.

  4. 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.
  5. 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:

    1. 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.

  6. 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:

    1. 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.
    2. 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.
    3. Mario Jovanoviæ, 2009. "Serbian foreign exchange market during 2004-2008," SEEMHN papers 19, National Bank of Serbia.
    4. 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.
    5. 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.
    6. 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.
    7. Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, "undated". "Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections," DEOS Working Papers 1226, Athens University of Economics and Business.

  7. 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:

    1. 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.
    2. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

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.
  1. NEP-ECM: Econometrics (3) 2010-02-05 2014-10-03 2020-01-13
  2. NEP-ENE: Energy Economics (3) 2013-03-16 2013-03-16 2013-11-22
  3. NEP-DCM: Discrete Choice Models (2) 2015-02-16 2020-02-24
  4. NEP-ENV: Environmental Economics (2) 2013-03-16 2020-02-24
  5. NEP-HIS: Business, Economic & Financial History (2) 2014-10-03 2016-10-30
  6. NEP-ORE: Operations Research (2) 2014-10-03 2020-01-13
  7. NEP-CWA: Central & Western Asia (1) 2013-03-16
  8. NEP-ETS: Econometric Time Series (1) 2014-09-29
  9. NEP-GER: German Papers (1) 2014-09-29
  10. NEP-MAC: Macroeconomics (1) 2013-03-16
  11. NEP-PPM: Project, Program & Portfolio Management (1) 2020-02-24
  12. NEP-SOG: Sociology of Economics (1) 2015-02-16

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