Stavros Degiannakis

Stavros Degiannakis, B.Sc. Statistics (Athens University of Economics and Business), M.Sc. Econometrics (University of Essex), Ph.D. Statistics (Athens University of Economics and Business).
My research interests are in the areas of applied and theoretical financial econometrics (ultra-high frequency data analysis, option pricing, risk modelling) and statistics for economics and finance (multivariate distributions, forecasting ability, time series analysis). Since 2002, I have taught Statistics, (Applied, Theoretical, Financial) Econometrics, Time Series, Data Analysis, and Quantitative Techniques in Athens University of Economics and Business, Hellenic Open University, University of Central Greece. I have served as referee in 20 international journals, such as the Journal of Applied Econometrics, Journal of Banking and Finance, Journal of Applied Statistics, Computational Statistics and Data Analysis, International Review of Economics and Finance. I have been invited to serve as evaluator of projects submitted under the 7th Framework Program.
John Wiley & Sons published my book about empirical applications of ARCH models in volatility forecasting. I have also served as Marie Curie Research Fellow in the University of Portsmouth under the 7th Framework Program; entitled Volatility forecasting evaluation based on loss function with well-defined multivariate distributional form and ultra-high frequency datasets.
I have extensive working experience as a senior researcher in Bank of Greece in the Division of Forecasting and Econometrics as well as representative of Bank of Greece in the European Central Bank's Expert Group on Financial Assumptions-EGFA, in Inventive Ltd., as a senior econometrician of marketing-metrics, in Economic Chamber of Greece as consultant of the Execute Board, in the Centre of Teleducation of Athens University of Economics and Business, in Greek Parliament as a statistician, etc.