Georgios Skoulakis
Biographic Data
| ID | 8920847 |
|---|---|
| NAME | Georgios Skoulakis |
| GIVEN NAMES | Georgios |
| FAMILY NAME | Skoulakis |
| SIGNATURE | SKOULAKIS G |
| AFFILIATIONS | Northwestern University |
| ORCID | 0000-0002-5156-1890 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2002 |
| LATEST PUBLICATION YEAR | 2002 |
| H-INDEX | 0 |
Generalized Methods of Moments
We provide a brief overview of applications of generalized method of moments in finance. The models examined in the empirical finance literature, especially in the asset pricing area, often imply moment conditions that can be used in a straight forward way to estimate the model parameters without making strong assumptions regarding the stochastic properties of variables observed by the econometrician. Typically the number of moment conditions ava…
No prominent works on this page.
Generalized Methods of Moments
We provide a brief overview of applications of generalized method of moments in finance. The models examined in the empirical finance literature, especially in the asset pricing area, often imply moment conditions that can be used in a straight forward way to estimate the model parameters without making strong assumptions regarding the stochastic properties of variables observed by the econometrician. Typically the number of moment conditions ava…
Capital asset pricing model (1 works) · Computer Science (1 works) · Econometrics (1 works) · Economics (1 works) · Empirical research (1 works) · Financial Markets and Investment Strategies (1 works) · Financial Risk and Volatility Modeling (1 works) · Generalized method of moments (1 works) · Mathematics (1 works) · Panel data (1 works)