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Dept. of Banking and Financial Management

Faculty, Assistant Professor Nikolaos Kourogenis


Kourogenis_Nikolaos

KOUROGENIS NIKOLAOS
Assistant Professor

Main Interests: Financial Econometrics, Econometric Theory, Mathematical Finance, Quantitative Finance.

Studies: BSc Mathematics, University of Athens (1995), Ph.D. Applied Mathematics, National Technical University of Athens (1999).

Teaching: University of Crete (2000-2002), University of Piraeus (2001-today).
Other Experience: Emporiki Bank – Strategic Marketing Division (2002-2004).

Selected Publications:

1) Koundouri, P., Kourogenis, N., Pittis, N. (2014). Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections. Journal of Economic Surveys (forthcoming).

2) Antypas, A., Koundouri, P., Kourogenis, N. (2013), "Aggregational gaussianity and Barely Infinite Variance in Financial Returns", Journal of Empirical Finance 20, 102-108.

3) Koundouri, P., Kourogenis, N. (2011). On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?, American Journal of Agricultural Economics 93, 1341-1)1357.
4) Kourogenis, Nikolaos; Pittis, Nikitas. (2011). Mixing Conditions, Central Limit Theorems and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences, Econometric Reviews 30, 88-108.
5) Kourogenis, Nikolaos; Pittis, Nikitas. (2010). Unbounded heteroscedasticity in first-order autoregressive models and the Eicker–White asymptotic variance estimator, Economics Letters 106, 84-86.
6) Kourogenis, N., and Pittis, N. (2008). “Testing for a Unit Root Under Errors with Just Barely Infinite Variance”, Journal of Time Series Analysis, 29, 1066-1087.
7) Kourogenis, N., and Pittis, N. (2008). “Cointegration, variance shifts and the limiting distribution of the OLS estimator”, Economics Letters, 99, 103-106.
8) Kandilakis, D., Kourogenis, N. C., and Papageorgiou, N. S. (2006). “Two nontrivial critical points for nonsmooth functionals via local linking and applications”, Journal of Global Optimization, 34, 219-244.
9) Kourogenis, N. C. (2003). “Strongly nonlinear second order differential inclusions with generalized boundary
conditions”, Journal of Mathematical Analysis and Applications, 287, 348-364.
10) Kourogenis, N. C., and Papageorgiou, N. S. (2003). “Nonlinear hemivariational inequalities of second order using the method of upper-lower solutions”, Proc. Amer. Math. Soc., 131, 2359-2369.
11) Kourogenis, N. C., and Papageorgiou, N. S. (2000). “Nonsmooth critical point theory and nonlinear elliptic equations at resonance”, Journal of the Australian Mathematical Society Ser. A, 69, 245-271.
12) Kourogenis, N. C., and Papageorgiou, N. S. (2000). “Optimization and relaxation of nonlinear elliptic control
systems”, Japan Journal of Industrial and Applied Mathematics, 17, 453-479.

Recent Conference Presentations:
a) 2009 European Meeting of the Econometric Society, 23-27 August, 2009, Barcelona, Spain: “Selectivity, Market Timing and the Morningstar Star-Rating System”.
b) 2008 Latin American Meeting of the Econometric Society, 20-23 November, 2008, Rio de Janeiro, Brazil:
“Estimation and Hypothesis Testing of a Cointegrating Vector under a Possible Variance Break”.
c) 2008 European Meeting of the Econometric Society, 27-31 August, 2008, Milan, Italy: “Testing for a Unit Root under Errors with Just Barely Infinite Variance”.
d) 2007 European Meeting of the Econometric Society, 27-31 August, 2007, Budapest, Hungary: “A Single-Equation Cointegration Estimator Robust to Variance Breaks”.

Other Responsibilities:
Reviewer: Mathematical Reviews of the American Mathematical Society,
Referee: Annals of Statistics, Economics Letters, Journal of Inequalities and Applications, Dynamic Systems and
Applications
and Journal of Applied Analysis.

 
 

Courses

Undergraduate Courses

Mathematics I

Mathematics II

Computers

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Phd Courses

Time Series Analysis

Econometrics

Quantitative Methods

CV

Achievements

 

Publications

 

Contact

Office: 332 (3nd floor)
Office hours: Tuesday 10.00-12.00
Tel: (+30) 210.41.42.142(+30) 210.41.42.142
Email: nkourog@unipi.gr