Assistant Professor of Econometrics, Department of Economics



Dimitra Kyriakopoulou is Assistant Professor of Econometrics at the School of Economics and Political Sciences (Department of Economics) of the National and Kapodistrian University of Athens. She holds a a Ph.D. in Econometrics from University of Piraeus, an M.Sc. in Econometrics and Economics from University of Essex (UK), and a B.Sc. in Economics from University of Patras. Former academic positions include Visiting Research Professor in Econometrics at New York University (2019) – where her host professor was the Nobel Prize winner in Economics Prof. Robert Engle – and Postdoctoral Research Fellow in Econometrics – co-funded by the Marie Curie actions of the European Commission – at the University of Louvain (2016-2019). She has also worked at the Bank of Belgium, Bank of Greece, and the Hellenic Competition Commission.


  • “Negative skewness of asset returns with positive time-varying risk premia” (with C. M. Hafner), Econometric Reviews, 2022, 41:8, 877-894, DOI: 10.1080/07474938.2022.2072323
  • “Exponential-type GARCH models with linear-in-variance risk premium” (with C. M. Hafner), Journal of Business & Economic Statistics, 2019, DOI: 10.1080/07350015.2019.1691564
  • “Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model” (with A. Demos), Journal of Time Series Econometrics, 2018, ISSN (Online) 1941-1928 DOI: https://doi.org/10.1515/jtse-2018-0010.
  • “Edgeworth and moment approximations: The case of MM and QML estimators for the MA(1) models” (with A. Demos), Communications in Statistics: Theory and Methods, 2013, 42 (10), p. 1713-1747.


FULL CV_Kyriakopoulou Dimitra


office adress:Grypario Megaron, Sophocleous 1 & Aristeidou, Athens, PC 10559,6th floor, office 610

e-mail: dimkyriak@econ.uoa.gr

tel: 210 3689474