Nikolaos Kourogenis : Citation Profile


Are you Nikolaos Kourogenis?

University of Piraeus (50% share)

3

H index

0

i10 index

33

Citations

RESEARCH PRODUCTION:

17

Articles

21

Papers

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 1
   Journals where Nikolaos Kourogenis has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 5 (13.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko350
   Updated: 2022-09-24    RAS profile: 2021-08-26    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Chatzistamoulou, Nikos (3)

Koundouri, Phoebe (3)

Xepapadeas, Anastasios (3)

Caporale, Guglielmo Maria (2)

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

Is cited by:

Kiviet, Jan (3)

LI, Qiang (2)

Chen, Zhenxi (1)

Du, Xiaodong (1)

Conrad, Christian (1)

Lee, Sanghoon (1)

Boyer, Christopher (1)

Weber, Enzo (1)

Koundouri, Phoebe (1)

Brorsen, B (1)

Hennessy, David (1)

Cites to:

Bollerslev, Tim (25)

Diebold, Francis (16)

Phillips, Peter (15)

Andersen, Torben (15)

Koundouri, Phoebe (11)

Slade, Margaret (10)

Clark, Peter (9)

Drost, Feike C. (9)

Engle, Robert (8)

Andrews, Donald (7)

Cavaliere, Giuseppe (7)

Main data


Where Nikolaos Kourogenis has published?


Journals with more than one article published# docs
Abstract and Applied Analysis2
Pure Mathematics and Applications2
Economics Letters2
Journal of Benefit-Cost Analysis2

Working Papers Series with more than one paper published# docs
DEOS Working Papers / Athens University of Economics and Business14
CESifo Working Paper Series / CESifo2

Recent works citing Nikolaos Kourogenis (2022 and 2021)


YearTitle of citing document
2022An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772.

Full description at Econpapers || Download paper

2021Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets. (2021). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319306774.

Full description at Econpapers || Download paper

2021Is quantitative and qualitative information relevant for choosing mutual funds?. (2021). Duran-Santomil, Pablo ; Otero-Gonzalez, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:476-488.

Full description at Econpapers || Download paper

Works by Nikolaos Kourogenis:


YearTitleTypeCited
2010AGGREGATIONAL GAUSSIANITY AND BARELY INFINITE VARIANCE IN CROP PRICES In: DEOS Working Papers.
[Full Text][Citation analysis]
paper0
2010On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? In: DEOS Working Papers.
[Full Text][Citation analysis]
paper8
2011On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?.(2011) In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2010On the Stationarity of Exhaustible Natural Resource Prices In: DEOS Working Papers.
[Full Text][Citation analysis]
paper0
2011Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities In: DEOS Working Papers.
[Full Text][Citation analysis]
paper0
2012On the Explaination of Empirical Regularities: The statistical models of stock returns In: DEOS Working Papers.
[Full Text][Citation analysis]
paper0
2012Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections In: DEOS Working Papers.
[Full Text][Citation analysis]
paper0
2013Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive In: DEOS Working Papers.
[Full Text][Citation analysis]
paper0
2013Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices In: DEOS Working Papers.
[Full Text][Citation analysis]
paper0
2013Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas In: DEOS Working Papers.
[Full Text][Citation analysis]
paper0
2014Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas In: DEOS Working Papers.
[Full Text][Citation analysis]
paper1
2016Factor models of stock returns: GARCH errors versus time-varying betas.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016Factor Models of Stock Returns: GARCH Errors versus Time?Varying Betas.(2016) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2014Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections. In: DEOS Working Papers.
[Full Text][Citation analysis]
paper3
2016STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS.(2016) In: Journal of Economic Surveys.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2016Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2015Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE In: DEOS Working Papers.
[Full Text][Citation analysis]
paper0
2020Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE.(2020) In: DEOS Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2021Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE.(2021) In: Journal of Benefit-Cost Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015Factor Models as Explanatory Unifiers versus Explanatory Ideals of Empirical Regularities of Stock Returns In: DEOS Working Papers.
[Full Text][Citation analysis]
paper0
2008Testing for a unit root under errors with just barely infinite variance In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article4
2009Selectivity, Market Timing and the Morningstar Star-Rating System In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2009Selectivity, Market Timing and the Morningstar Star-Rating System.(2009) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2019Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2020Estimation of conditional asset pricing models with integrated variables in the beta specification.(2020) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1997On nonlinear elliptic problems with discontinuities In: Pure Mathematics and Applications.
[Citation analysis]
article0
2001Nonlinear elliptic equations with discontinuous nonlinearities In: Pure Mathematics and Applications.
[Citation analysis]
article0
2021Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE –Corrigendum In: Journal of Benefit-Cost Analysis.
[Full Text][Citation analysis]
article0
2017Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article2
2015Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2010Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator In: Economics Letters.
[Full Text][Citation analysis]
article1
2008Cointegration, variance shifts and the limiting distribution of the OLS estimator In: Economics Letters.
[Full Text][Citation analysis]
article2
2013Aggregational Gaussianity and barely infinite variance in financial returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article7
2002Existence theorems for elliptic hemivariational inequalities involving the p -Laplacian In: Abstract and Applied Analysis.
[Full Text][Citation analysis]
article0
2000Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems In: Abstract and Applied Analysis.
[Full Text][Citation analysis]
article0
2013Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices In: GRI Working Papers.
[Full Text][Citation analysis]
paper1
2006Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots. In: Economics Department Working Paper Series.
[Full Text][Citation analysis]
paper1
2011Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences In: Econometric Reviews.
[Full Text][Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team