Christis Katsouris
Personal Details
First Name: | Christis |
Middle Name: | |
Last Name: | Katsouris |
Suffix: | |
RePEc Short-ID: | pka1552 |
[This author has chosen not to make the email address public] | |
Affiliation
Economics Division
University of Southampton
Southampton, United Kingdomhttp://www.economics.soton.ac.uk/
RePEc:edi:desotuk (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Christis Katsouris, 2022. "Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models," Papers 2202.00141, arXiv.org, revised Feb 2022.
- Christis Katsouris, 2022. "Asymptotic Theory for Unit Root Moderate Deviations in Quantile Autoregressions and Predictive Regressions," Papers 2204.02073, arXiv.org, revised Aug 2023.
- Christis Katsouris, 2021. "Optimal Portfolio Choice and Stock Centrality for Tail Risk Events," Papers 2112.12031, arXiv.org.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Christis Katsouris, 2022.
"Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models,"
Papers
2202.00141, arXiv.org, revised Feb 2022.
Cited by:
- Christis Katsouris, 2023. "Limit Theory under Network Dependence and Nonstationarity," Papers 2308.01418, arXiv.org, revised Aug 2023.
- Christis Katsouris, 2023. "Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models," Papers 2308.13915, arXiv.org.
- Christis Katsouris, 2023. "Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models," Papers 2307.14463, arXiv.org.
- Christis Katsouris, 2022.
"Asymptotic Theory for Unit Root Moderate Deviations in Quantile Autoregressions and Predictive Regressions,"
Papers
2204.02073, arXiv.org, revised Aug 2023.
Cited by:
- Christis Katsouris, 2023. "Quantile Time Series Regression Models Revisited," Papers 2308.06617, arXiv.org, revised Aug 2023.
- Christis Katsouris, 2023. "Limit Theory under Network Dependence and Nonstationarity," Papers 2308.01418, arXiv.org, revised Aug 2023.
- Christis Katsouris, 2021.
"Optimal Portfolio Choice and Stock Centrality for Tail Risk Events,"
Papers
2112.12031, arXiv.org.
Cited by:
- Christis Katsouris, 2023. "Quantile Time Series Regression Models Revisited," Papers 2308.06617, arXiv.org, revised Aug 2023.
- Christis Katsouris, 2023. "Limit Theory under Network Dependence and Nonstationarity," Papers 2308.01418, arXiv.org, revised Aug 2023.
- Christis Katsouris, 2023. "Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models," Papers 2305.11282, arXiv.org, revised Jul 2023.
- Christis Katsouris, 2023. "Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models," Papers 2311.08218, arXiv.org, revised Apr 2024.
- Christis Katsouris, 2024. "Robust Estimation in Network Vector Autoregression with Nonstationary Regressors," Papers 2401.04050, arXiv.org.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (2) 2022-03-14 2022-05-16. Author is listed
- NEP-ETS: Econometric Time Series (2) 2022-03-14 2022-05-16. Author is listed
- NEP-CWA: Central and Western Asia (1) 2022-01-31. Author is listed
- NEP-FMK: Financial Markets (1) 2022-01-31. Author is listed
- NEP-NET: Network Economics (1) 2022-01-31. Author is listed
- NEP-RMG: Risk Management (1) 2022-01-31. Author is listed
Corrections
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