Nikolaos Kourogenis : Citation Profile


Are you Nikolaos Kourogenis?

University of Piraeus (50% share)

3

H index

0

i10 index

23

Citations

RESEARCH PRODUCTION:

12

Articles

19

Papers

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 1
   Journals where Nikolaos Kourogenis has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 6 (20.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko350
   Updated: 2019-12-07    RAS profile: 2017-12-04    
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Relations with other researchers


Works with:

Koundouri, Phoebe (11)

Xepapadeas, Anastasios (2)

González Dávila, Osiel (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)

Weber, Enzo (1)

Perez Dominguez, Ignacio (1)

Brorsen, B (1)

Boswijk, H. Peter (1)

Lee, Sanghoon (1)

Conrad, Christian (1)

Boyer, Christopher (1)

BenSaïda, Ahmed (1)

Cites to:

Bollerslev, Tim (23)

Diebold, Francis (16)

Andersen, Torben (15)

Phillips, Peter (14)

Koundouri, Phoebe (10)

Slade, Margaret (10)

Drost, Feike C. (9)

Clark, Peter (8)

Andrews, Donald (7)

Mandelbrot, Benoît (7)

Taylor, Robert (6)

Main data


Where Nikolaos Kourogenis has published?


Journals with more than one article published# docs
Economics Letters2
Pure Mathematics and Applications2

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

Recent works citing Nikolaos Kourogenis (2018 and 2017)


YearTitle of citing document
2018Is There Too Much History in Historical Yield Data. (2018). Ker, A ; Liu, Y. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277293.

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2019An Agent-Based Model to Explain the Emergence of Stylised Facts in Log Returns. (2019). Heffernan, Daniel M ; Green, Elena. In: Papers. RePEc:arx:papers:1901.05053.

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2019Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Okuda, Hiroshi ; Hashimoto, Gaku ; Chen, YU ; Katahira, Kei. In: Papers. RePEc:arx:papers:1902.02040.

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2018A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets. (2018). Kiviet, Jan ; Chen, Zhenxi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:kiviet:chen.

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2019Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Chen, YU ; Katahira, Kei ; Okuda, Hiroshi ; Hashimoto, Gaku. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:503-518.

Full description at Econpapers || Download paper

2017Introducing medium-and long-term productivity responses in Aglink-Cosimo. (2017). Perez Dominguez, Ignacio ; Pieralli, Simone ; Schroeder, Kateryna ; Westfhoff, Patrick ; Dewbre, Joe ; Thompson, Wyatt. In: JRC Working Papers. RePEc:ipt:iptwpa:jrc105738.

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Works by Nikolaos Kourogenis:


YearTitleTypeCited
2010AGGREGATIONAL GAUSSIANITY AND BARELY INFINITE VARIANCE IN CROP PRICES In: DEOS Working Papers.
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0000On the Distribution of Crop Yields: Does the Central Limit Theorem Apply? In: DEOS Working Papers.
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2011On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?.(2011) In: American Journal of Agricultural Economics.
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This paper has another version. Agregated cites: 7
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0000On the Stationarity of Exhaustible Natural Resource Prices In: DEOS Working Papers.
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Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities In: DEOS Working Papers.
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On the Explaination of Empirical Regularities: The statistical models of stock returns In: DEOS Working Papers.
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Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections In: DEOS Working Papers.
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2013Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive In: DEOS Working Papers.
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2013Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices In: DEOS Working Papers.
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Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas In: DEOS Working Papers.
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Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections. In: DEOS Working Papers.
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2016STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS.(2016) In: Journal of Economic Surveys.
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This paper has another version. Agregated cites: 3
article
2014Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections..(2014) In: DEOS Working Papers.
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This paper has another version. Agregated cites: 3
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2016Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections.(2016) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 3
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2014Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas In: DEOS Working Papers.
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2016Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas.(2016) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 0
article
2015Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE In: DEOS Working Papers.
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2015Factor Models as Explanatory Unifiers versus Explanatory Ideals of Empirical Regularities of Stock Returns In: DEOS Working Papers.
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2008Testing for a unit root under errors with just barely infinite variance In: Journal of Time Series Analysis.
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2009Selectivity, Market Timing and the Morningstar Star-Rating System In: CESifo Working Paper Series.
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2009Selectivity, Market Timing and the Morningstar Star-Rating System.(2009) In: Discussion Papers of DIW Berlin.
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1997On nonlinear elliptic problems with discontinuities In: Pure Mathematics and Applications.
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2001Nonlinear elliptic equations with discontinuous nonlinearities In: Pure Mathematics and Applications.
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2017Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets In: Journal of Financial and Quantitative Analysis.
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2015Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator In: Economics Bulletin.
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2010Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator In: Economics Letters.
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2008Cointegration, variance shifts and the limiting distribution of the OLS estimator In: Economics Letters.
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2013Aggregational Gaussianity and barely infinite variance in financial returns In: Journal of Empirical Finance.
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2013Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices In: GRI Working Papers.
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2006Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots. In: Economics, Finance and Accounting Department Working Paper Series.
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2011Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences In: Econometric Reviews.
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article2

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