Nikos Nomikos

Economics and Econometrics · 2003–2017

A researcher in the Science corpus: 7 papers; trusts 16 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom Nikos Nomikos trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Clive W. J. Granger
  3. Hirotugu Akaike
  4. Tim Bollerslev
  5. Halbert White
  6. A. Alizadeh
  7. Jadran Dobric
  8. Lawrence R. Glosten
  9. W. Fong
  10. I. Marsh

Who trusts Nikos Nomikos overall

  1. Stavros Degiannakis *
  2. O. Efimova
  3. Feng Ma
  4. George Filis
  5. Apostolos Serletis
  6. A. Alizadeh
  7. Monica Billio
  8. Yudong Wang
  9. M. Wahab
  10. Dengshi Huang

Papers from Nikos Nomikos's perspective

Ordered by how strongly the researchers Nikos Nomikos trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  3. The Cross‐Section of Expected Stock Returns
  4. Fonctions de repartition a n dimensions et leurs marges
  5. Firm Size and Cyclical Variations in Stock Returns
  6. Investigating causal relations by econometric models and cross-spectral methods
  7. A framework for assessing the systemic risk of major financial institutions
  8. A Markov regime switching approach for hedging stock indices
  9. The hedging performance of electricity futures on the Nordic power exchange
  10. The fundamental principles of financial regulation

Their papers