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Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis.
In: Papers.
RePEc:arx:papers:2112.12031.

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Cited: 5

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  1. Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis.
    In: Papers.
    RePEc:arx:papers:2311.08218.

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  2. Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis.
    In: Papers.
    RePEc:arx:papers:2308.06617.

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  3. Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis.
    In: Papers.
    RePEc:arx:papers:2308.01418.

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  4. Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis.
    In: Papers.
    RePEc:arx:papers:2305.11282.

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