Nikitas Pittis - Publications, H-index & Citations

Nikitas Pittis

University of Piraeus

23H指数

110论文数

1.6K被引数

收录论文 12

发表时间

Estimation of conditional asset pricing models with integrated variables in the beta specification (vol 52, 101148, 2020)

RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE

IF6.9

2021-04-01

PREAI

Antypas, Antonios; Caporale, Guglielmo Maria; Kourogenis, Nikolaos; Pittis, Nikitas

Estimation of conditional asset pricing models with integrated variables in the beta specification

RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE

IF6.9

2020-04-01

OAAI

Antypas, Antonios; Caporale, Guglielmo Maria; Kourogenis, Nikolaos; Pittis, Nikitas

Factor Models of Stock Returns: GARCH Errors versus Time-Varying Betas

JOURNAL OF FORECASTING

IF2.7

2016-01-14

OAAI

Koundouri, Phoebe; Kourogenis, Nikolaos; Pittis, Nikitas; Samartzis, Panagiotis

STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS

JOURNAL OF ECONOMIC SURVEYS

IF5

2014-10-20

OAAI

Koundouri, Phoebe; Kourogenis, Nikolaos; Pittis, Nikitas

Estimation and Forecasting in First-Order Vector Autoregressions with Near to Unit Roots and Conditional Heteroscedasticity

JOURNAL OF FORECASTING

IF2.7

2009-10-22

PREAI

Pantelidis, Theologos; Pittis, Nikitas

On modelling speculative prices: The empirical literature

JOURNAL OF ECONOMIC SURVEYS

IF5

2002-12-16

OAAI

Andreou, E; Pittis, N; Spanos, A

Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity

JOURNAL OF FORECASTING

IF2.7

2002-03-19

PREAI

Caporale, GM; Pittis, N

Testing for PPP and UIP in an FIML framework some evidence for Germany and Japan

JOURNAL OF POLICY MODELING

IF3.1

2001-08-01

PREAI

Caporale, GM; Kalyvitis, S; Pittis, N

Conditional leptokurtosis and non-linear dependence in exchange rate returns

JOURNAL OF POLICY MODELING

IF3.1

1998-10-01

PREAI

Caporale, GM; Hassapis, C; Pittis, N

Unit roots and long-run causality: investigating the relationship between output, money and interest rates

ECONOMIC MODELLING

IF4.7

1998-01-01

PREAI

Caporale, GM; Hassapis, C; Pittis, N

Causality and forecasting in incomplete systems

JOURNAL OF FORECASTING

IF2.7

1997-11-01

PREAI

Caporale, GM; Pittis, N

Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails

ECONOMIC MODELLING

IF4.7

1996-01-01

PREAI

Caporale, GM; Pittis, N

研究方向