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.
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