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Aggregational Gaussianity and barely infinite variance in financial returns

Journal of empirical finance, 2013-01, Vol.20, p.102-108

2013

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Two Nontrivial Critical Points for Nonsmooth Functionals via Local Linking and Applications

Journal of global optimization, 2006-02, Vol.34 (2), p.219-244

2006

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Unbounded heteroscedasticity in autoregressive models

Journal of economic asymmetries, 2024-06, Vol.29, p.e00351, Article e00351

2024

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Strongly nonlinear second order differential inclusions with generalized boundary conditions

Journal of mathematical analysis and applications, 2003-11, Vol.287 (2), p.348-364

Kourogenis, Nikolaos C.

2003

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Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets

Journal of financial and quantitative analysis, 2017-10, Vol.52 (5), p.2305-2326

2017

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On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?

American journal of agricultural economics, 2011-10, Vol.93 (5), p.1341-1357

2011

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Corrigendum to “Estimation of conditional asset pricing models with integrated variables in the beta specification” [Res. Int. Bus. Finance 52 (2020) 101148]

Research in international business and finance, 2021-04, Vol.56, p.101369, Article 101369

2021

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Estimation of conditional asset pricing models with integrated variables in the beta specification

Research in international business and finance, 2020-04, Vol.52, p.101148, Article 101148

2020

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STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS

Journal of economic surveys, 2016-02, Vol.30 (1), p.149-164

2016

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Nonlinear hemivariational inequalities of second order using the method of upper-lower solutions

Proceedings of the American Mathematical Society, 2003-08, Vol.131 (8), p.2359-2369

2003

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Factor Models of Stock Returns: GARCH Errors versus Time-Varying Betas

Journal of forecasting, 2016-08, Vol.35 (5), p.445-461

2016

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Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences

Econometric reviews, 2011-01, Vol.30 (1), p.88-108

2011

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EXISTENCE THEOREMS FOR ELLIPTIC HEMIVARIATIONAL INEQUALITIES INVOLVING THE p-LAPLACIAN

Abstract and Applied Analysis, 2002, Vol.2002 (5), p.259-277

2002

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Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE

Journal of benefit-cost analysis, 2021-01, Vol.12 (1), p.170-198

2021

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Nonsmooth critical point theory and nonlinear elliptic equations at resonance

Kodai mathematical journal, 2000-01, Vol.23 (1), p.108-135

2000

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Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE –Corrigendum

Journal of benefit-cost analysis, 2021-07, Vol.12 (2), p.394-394

2021

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Three Nontrivial Solutions for a Quasilinear Elliptic Differential Equation at Resonance with Discontinuous Right Hand Side

Journal of mathematical analysis and applications, 1999-10, Vol.238 (2), p.477-490

1999

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Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems

Journal of the Mathematical Society of Japan, 2001-01, Vol.53 (1), p.17-34

2001

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Unbounded heteroscedasticity in first-order autoregressive models and the Eicker–White asymptotic variance estimator

Economics letters, 2010-02, Vol.106 (2), p.84-86

2010

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MULTIPLE SOLUTIONS FOR NONLINEAR DISCONTINUOUS STRONGLY RESONANT ELLIPTIC PROBLEMS

Abstract and Applied Analysis, 2000-01, Vol.2000 (2), p.119-135

2000

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Optimization and relaxation of nonlinear elliptic control systems

Japan journal of industrial and applied mathematics, 2000-10, Vol.17 (3), p.453-479

2000

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A weak nonsmooth palais-smale condition and coercivity

Rendiconti del Circolo matematico di Palermo, 2000-10, Vol.49 (3), p.521-526

2000

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Existence theorems for quasilinear multivalued boundary value problems in R N

Glasgow mathematical journal, 2000-09, Vol.42 (3), p.359-369, Article S0017089500030056

2000

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Cointegration, variance shifts and the limiting distribution of the OLS estimator

Economics letters, 2008-04, Vol.99 (1), p.103-106

2008

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Testing for a unit root under errors with just barely infinite variance

Journal of time series analysis, 2008-11, Vol.29 (6), p.1066-1087

2008

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Aggregational Gaussianity and barely infinite variance in financial returns

Two Nontrivial Critical Points for Nonsmooth Functionals via Local Linking and Applications

Unbounded heteroscedasticity in autoregressive models

Strongly nonlinear second order differential inclusions with generalized boundary conditions

Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets

On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?

Corrigendum to “Estimation of conditional asset pricing models with integrated variables in the beta specification” [Res. Int. Bus. Finance 52 (2020) 101148]

Estimation of conditional asset pricing models with integrated variables in the beta specification

STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS

Nonlinear hemivariational inequalities of second order using the method of upper-lower solutions

Factor Models of Stock Returns: GARCH Errors versus Time-Varying Betas

Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences

EXISTENCE THEOREMS FOR ELLIPTIC HEMIVARIATIONAL INEQUALITIES INVOLVING THE p-LAPLACIAN

Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE

Nonsmooth critical point theory and nonlinear elliptic equations at resonance

Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE –Corrigendum

Three Nontrivial Solutions for a Quasilinear Elliptic Differential Equation at Resonance with Discontinuous Right Hand Side

Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems

Unbounded heteroscedasticity in first-order autoregressive models and the Eicker–White asymptotic variance estimator

MULTIPLE SOLUTIONS FOR NONLINEAR DISCONTINUOUS STRONGLY RESONANT ELLIPTIC PROBLEMS

Optimization and relaxation of nonlinear elliptic control systems

A weak nonsmooth palais-smale condition and coercivity

Existence theorems for quasilinear multivalued boundary value problems in R N

Cointegration, variance shifts and the limiting distribution of the OLS estimator

Testing for a unit root under errors with just barely infinite variance

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