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Dept. of Banking and Financial Management

Faculty, Assistant Professor Nikolaos Kourogenis


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

2) 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.
3) 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.
4) Kourogenis, Nikolaos; Pittis, Nikitas. (2010). Unbounded heteroscedasticity in first-order autoregressive models and the Eicker–White asymptotic variance estimator, Economics Letters 106, 84-86.
5) 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.
6) Kourogenis, N., and Pittis, N. (2008). “Cointegration, variance shifts and the limiting distribution of the OLS estimator”, Economics Letters, 99, 103-106.
7) 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.
8) Kourogenis, N. C. (2003). “Strongly nonlinear second order differential inclusions with generalized boundary
conditions”, Journal of Mathematical Analysis and Applications, 287, 348-364.
9) 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.
10) 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.
11) 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
and Journal of Applied Analysis.



Undergraduate Courses

Mathematics I

Mathematics II



Phd Courses

Time Series Analysis


Quantitative Methods







Office: 332 (3nd floor)
Office hours: Tuesday 10.00-12.00
Tel: (+30)