Citation profile for Christis Katsouris

Christis Katsouris : Citation Profile

University of Southampton

H index

i10 index

Citations

RESEARCH PRODUCTION:

Papers

RESEARCH ACTIVITY:

   3 years (2020 - 2023). See details.
   Cites by year: 3
   Journals where Christis Katsouris has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1552
   Updated: 2024-12-03    RAS profile: 2022-07-17
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Christis Katsouris.

Is cited by:

Cites to:

Phillips, Peter (14)

Xiao, Zhijie (5)

Vogelsang, Timothy (3)

Manganelli, Simone (3)

Ledoit, Olivier (3)

Horvath, Lajos (3)

Engle, Robert (3)

Fan, Jianqing (3)

Perron, Pierre (3)

Jansson, Michael (3)

koenker, roger (3)

Main data

Where Christis Katsouris has published?

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	3

Recent works citing Christis Katsouris (2024 and 2023)

Year	Title of citing document
2023	Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282. Full description at Econpapers \|\| Download paper
2023	Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463. Full description at Econpapers \|\| Download paper
2023	Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers \|\| Download paper
2023	Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers \|\| Download paper
2023	Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers \|\| Download paper
2024	Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218. Full description at Econpapers \|\| Download paper

Works by Christis Katsouris:

Year	Title	Type	Cited
2021	Optimal Portfolio Choice and Stock Centrality for Tail Risk Events In: Papers. [Full Text][Citation analysis]	paper	5
2022	Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models In: Papers. [Full Text][Citation analysis]	paper	3
2023	Asymptotic Theory for Unit Root Moderate Deviations in Quantile Autoregressions and Predictive Regressions In: Papers. [Full Text][Citation analysis]	paper	2