8. Phoebe Koundouri, Nikolaos Kourogenis, Nikitas Pittis, Panagiotis Samartzis, 2016. Factor models of stock returns: GARCH Errors versus Time – Varying Betas. Journal of Forecasting, doi: 10.1002/for.2387.
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- S.D.U-ATHENA
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- Stochastic Modeling and Applications Laboratory - AUEB
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- Academia Europaea
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- InterAcademy Partnership (IAP)
- European Academy of Sciences and Arts
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