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Cointegration, variance shifts and the limiting distribution of the OLS estimator
Kourogenis, Nikolaos; Pittis, Nikitas - In: Economics letters 99 (2008) 1, pp. 103-106
Persistent link: https://www.econbiz.de/10007988718
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Aggregational Gaussianity and barely infinite variance in financial returns
Antypas, Antonios; Koundouri, Phoebe; Kourogenis, Nikolaos - In: Journal of empirical finance 20 (2013), pp. 102-108
Persistent link: https://www.econbiz.de/10010063418
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Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences
Kourogenis, Nikolaos; Pittis, Nikitas - In: Econometric reviews 30 (2010) 1, pp. 88-109
Persistent link: https://www.econbiz.de/10009179159
Cover Image
Cointegration, variance shifts and the limiting distribution of the OLS estimator
Kourogenis, Nikolaos; Pittis, Nikitas - In: Economics letters 99 (2008) 1, pp. 103-107
Persistent link: https://www.econbiz.de/10008897663
Cover Image
Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences
Kourogenis, Nikolaos; Pittis, Nikitas - In: Econometric reviews 30 (2011) 1, pp. 88-109
Persistent link: https://www.econbiz.de/10008770207