Nikitas Pittis
Nikitas Pittis
Professor, Ph.D Birkbeck College – University of London
Overview
Professor of Financial Econometrics, University of Piraeus, since 2000. Assistant/Associate Professor, University of Cyprus, 1993-2000, Senior Researcher, Union Bank of Switzerland, 1992-1993, Research Officer National Institute of Economic and Social Research, 1991-1992.
Research
Research interests: Econometric Theory, Probability Theory, Portfolio Theory, Decision Theory, Philosophy of Economics
Courses
Selected Publications
- Πιθανοθεωρητική Θεμελίωση της Οικονομετρίας (Εκδόσεις Σταμούλη)
- Ενοποιημένες Ποσοτικές Μέθοδοι στα Οικονομικά (Εκδόσεις Διπλογραφία)
- Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (with N. Kourogenis) – Econometric Reviews, 2011
- Testing for a unit root under errors with just barely infinite variance (with N. Kourogenis) – Journal of Time Series Analysis, 2008