2
H index
0
i10 index
10
Citations
University of Southampton | 2 H index 0 i10 index 10 Citations RESEARCH PRODUCTION: 3 Papers RESEARCH ACTIVITY: 3 years (2020 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pka1552 |
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: |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 3 |
Year | Title of citing document |
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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 |
Year | Title | Type | Cited |
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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 |
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