Georgios Skoulakis

MaRDI QIDQ1020547zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Simulating from polynomial-normal distributions Communications in Statistics. Simulation and Computation	2022-07-01	Paper
Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach Journal of Econometrics	2018-05-25	Paper
Taylor series approximations to expected utility and optimal portfolio choice Mathematics and Financial Economics	2013-02-19	Paper
Time series mixtures of generalized \(t\) experts: ML estimation and an application to stock return density forecasting Econometric Reviews	2010-12-15	Paper
Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation Computational Economics	2009-05-29	Paper
Ergodicity and existence of moments for local mixtures of linear autoregressions Statistics & Probability Letters	2005-08-01	Paper
A general shock model for a reliability system Journal of Applied Probability	2004-01-14	Paper
Superprocesses over a stochastic flow The Annals of Applied Probability	2003-05-06	Paper

Research outcomes over time

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