Ioannis Kasparis

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ioannis Kasparis trusts overall

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

  1. John Y. Campbell
  2. Peter C. B. Phillips
  3. Qiying Wang
  4. Motohiro Yogo
  5. Joon Y. Park

Papers from Ioannis Kasparis's perspective

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

  1. Efficient Tests of Stock Return Predictability
  2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  3. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  4. Generalized autoregressive conditional heteroskedasticity
  5. Convergence of functionals of sums of r.v.s to local times of fractional stable motions
  6. Review: P. Billingsley, Convergence of probability measures
  7. Nonlinear Regressions with Integrated Time Series
  8. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
  9. An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
  10. Nonparametric estimation in null recurrent time series

Their papers