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.

Koundouri, P., Kourogenis, N., and Pittis, N. 2016. Statistical modeling of stock returns: Explanatory or descriptive? A historical survey with some methodological reflections. Journal of Economic Surveys, 30 (1), 149-164.

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