Arvanitis Stylianos

Department of Economics
E-mail:
Office Address: Derigny Wing, 4rd Floor
Phone: +30 210 - 8203 437

Stelios Arvanitis is an associate professor at the Department of Economics of AUEB. He has been a visiting lecturer at the Department of Economics at the University of Cyprus and has also taught at the Department of IEES of AUEB. His teaching experience mostly involves courses of Mathematics, Statistics and Econometrics.

He got his PhD from the Department of IEES of AUEB. His dissertation involved the derivation of probabilistic properties of non-linear stochastic processes and asymptotic refinements for indirect estimators.  He has published approximately twenty papers in international peer reviewed journals including, the Journal of Econometrics, Econometric Theory, Journal of Business and Economic Statistics, Econometrics Journal, Economics Letters, Journal of Time Series Analysis, Statistics and Probability Letters, Communications in Statistics: Theory and Methods, etc. He has been a referee in several international journals including, the Journal of Econometrics, Physica A, Journal of the American Statistical Association, Journal of Economic Dynamics and Control, International Journal of Forecasting, International Transactions in Operational Research, etc. He is also a reviewer for the AMS journal Mathematical Reviews.

His current main research areas are: the study of stochastic dominance orders on spaces of probability distributions, with applications in Mathematical Finance, the design of statistical testing procedures for such orders, and the establishment of their limit theory with applications in Financial Econometrics. The study of indirect estimators and their limit theory with applications in Econometric Theory. The study of martingale limit theorems with applications for econometric estimators and tests in the context of non-linear stationary and/or non-stationary time series models.


 

 

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