| Optimal Portfolio Choice and Stock Centrality for Tail Risk Events C Katsouris arXiv preprint arXiv:2112.12031, 2021 | 8 | 2021 |
| Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models C Katsouris arXiv preprint arXiv:2305.11282, 2023 | 7 | 2023 |
| Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models C Katsouris arXiv preprint arXiv:2202.00141, 2022 | 4 | 2022 |
| Quantile Time Series Regression Models Revisited C Katsouris arXiv preprint arXiv:2308.06617, 2023 | 3 | 2023 |
| Limit Theory under Network Dependence and Nonstationarity C Katsouris arXiv preprint arXiv:2308.01418, 2023 | 3 | 2023 |
| Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates C Katsouris arXiv preprint arXiv:2302.05193, 2023 | 3 | 2023 |
| Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series C Katsouris arXiv preprint arXiv:2204.02073, 2022 | 3 | 2022 |
| Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models C Katsouris arXiv preprint arXiv:2311.08218, 2023 | 2 | 2023 |
| Predictability Tests Robust against Parameter Instability C Katsouris arXiv preprint arXiv:2307.15151, 2023 | 2 | 2023 |
| Testing for Structural Change under Nonstationarity C Katsouris arXiv preprint arXiv:2302.02370, 2023 | 2 | 2023 |
| Optimal Estimation Methodologies for Panel Data Regression Models C Katsouris arXiv preprint arXiv:2311.03471, 2023 | 1 | 2023 |
| High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods C Katsouris arXiv preprint arXiv:2308.16192, 2023 | 1 | 2023 |
| Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models C Katsouris arXiv preprint arXiv:2307.14463, 2023 | 1 | 2023 |
| Forecast Evaluation in Large Cross-Sections of Realized Volatility C Katsouris arXiv preprint arXiv:2112.04887, 2021 | 1 | 2021 |
| Sequential Break-Point Detection in Stationary Time Series: An Application to Monitoring Economic Indicators C Katsouris Available at SSRN 3983627, 2017 | 1* | 2017 |
| Weak Convergence for Self-Normalized Partial Sum Processes in the Skorokhod M1 Topology with Applications to Regularly Varying Time Series C Katsouris arXiv preprint arXiv:2405.01318, 2024 | | 2024 |
| Robust Estimation in Network Vector Autoregression with Nonstationary Regressors C Katsouris arXiv preprint arXiv:2401.04050, 2024 | | 2024 |
| Structural Analysis of Vector Autoregressive Models C Katsouris arXiv preprint arXiv:2312.06402, 2023 | | 2023 |
| Unified Inference for Dynamic Quantile Predictive Regression C Katsouris arXiv preprint arXiv:2309.14160, 2023 | | 2023 |
| Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models C Katsouris arXiv preprint arXiv:2308.13915, 2023 | | 2023 |
