Extremal quantiles and stock price crashes, with Andreou, P.C., Maasoumi, E., and C. Sala – Econometric Reviews, 2023, 42 (9-10).

Evidence of uniform inefficiency in market portfolios based on dominance tests, with Maasoumi, E., Ren, J. and N. Topaloglou – Journal of Business and Economic Statistics, 2021 Statistics, pp. 1-13.

Diversification benefits in the cryptocurrency market under mild explosivity, with Arvanitis, S. and N. Topaloglou – European Journal of Operational Research, 2021, 295(1), pp.378-393.

Financial literacy and its influence on internet banking behavior, with Andreou, P.C. – European Management Journal, 2020, 39(5), pp.658-674.

On the Limit Theory of the Gaussian SQMLE in the EGARCH(1,1) Model, with Arvanitis S. – Journal of Time Series Analysis, 2020, 41(2), 341-350.

Estimation and Properties of a Time-Varying EGARCH(1,1)-M Model, with A. Demos – Econometric Reviews, 2016, 35 (2).

Estimation of a Time-Varying GQARCH(1,1)-M Model, with A. Demos – Journal of Probability and Statistics, 2011, vol. 2011, p.39.

Book chapters

Export Pricing at the Firm Level with Panel Data, with Kalyvitis S., Katsimi, M. and E. Thomaidou – in Panel Data Econometrics, Empirical Applications, 2019, 865-884, Elsevier.