Λέγειν τὰ λεγόμενα

I am a professor of Theoretical and Financial Econometrics at the Department of Economics of AUEB. My PhD dissertation involved the derivation of probabilistic properties of non-linear stochastic processes and asymptotic refinements for indirect estimators.  I have published approximately thirty four papers in international peer reviewed journals including, the AMS: Theory of Probability and Mathematical Statistics, Mathematics, Management Science, International Journal of Forecasting, European Journal of Operational Research, Journal of Econometrics, Econometric Theory, Journal of Business and Economic Statistics, Econometrics Journal, Economics Letters, Journal of Time Series Analysis, Statistics and Probability Letters, Communications in Statistics: Theory and Methods, etc. I have been a referee in several international journals including, the Journal of Econometrics, Physica A, Journal of the American Statistical Association, Journal of Economic Dynamics and Control, International Journal of Forecasting, International Transactions in Operational Research, Electronic Journal of Statistics, etc. I am also a reviewer for the AMS journal Mathematical Reviews and a guest editor at MDPI Mathematics.

Some of my current main research areas are: the study of stochastic dominance orders on spaces of probability distributions, with applications in Mathematical Finance, Social Choice and Well-Being Analysis, Forecasting, Network Analysis, Model Averaging, etc, the design of statistical testing procedures for such orders, and the establishment of their limit theory and computational characteristics. The study of indirect estimators and their limit theory with applications in Econometric Theory. The study of martingale limit theorems with applications for econometric estimators and tests in the context of non-linear stationary and/or non-stationary time series models, etc.

You can find my cv here.