Publications

Publications 

Preprints

[10] Katsouris, C. (2024). "Weak Convergence for Self-Normalized Partial Sum Processes in the Skorokhod M1 Topology". [Preprint arXiv] 

[9]   Katsouris, C. (2023). "Estimating CoVaR with Nonstationary Quantile Predictive Regression Models". [Preprint arXiv] 

[8]   Katsouris, C. (2022). "Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates". [Preprint arXiv] 

[7]   Katsouris, C. (2022). "Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models". [Preprint arXiv] 

[6]   Katsouris, C. (2022). "Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series". [Preprint arXiv]

[5]   Katsouris, C. (2021). "Predictability Testing Robust against Parameter Instability". [Preprint arXiv]

[4]   Katsouris, C. (2021). "Partial-Sum Processes of Residual-Based and Wald-type Break-Point Statistics". [manuscript] [Preprint arXiv]

[3]   Katsouris, C. (2020). "Forecast Evaluation in Large Cross-Sections of Realized Volatility". [manuscript] [Preprint arXiv] 

[2]   Katsouris, C. (2020). "Optimal Portfolio Choice and Stock Centrality for Tail Risk Events".  [manuscript] [Preprint arXiv] 

[1]   Katsouris, C. (2017). "Monitoring Economic Indicators with Sequential Break-Point tests". [manuscript] [Preprint arXiv]