Christis Katsouris

Christis Katsouris

University of Helsinki - Helsinki / Finland
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202521
Helsingin yliopisto
person_outline Christis Katsouris's MOST POPULAR ARTICLES
1-) Optimal Portfolio Choice and Stock Centrality for Tail Risk EventsC KatsourisarXiv preprint arXiv:2112.12031, 202182021
2-) Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression ModelsC KatsourisarXiv preprint arXiv:2305.11282, 202372023
3-) Limit Theory under Network Dependence and NonstationarityC KatsourisarXiv preprint arXiv:2308.01418, 202342023
4-) Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression ModelsC KatsourisarXiv preprint arXiv:2202.00141, 202242022
5-) Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression ModelsC KatsourisarXiv preprint arXiv:2311.08218, 202332023