Dr. Vasiliki Skintzi, FRC, Financial Econometrics
Evelpidon 47 & Lefkados 33, 9th floor, 913
GR-11362, Athens, Greece
e-mail: vikiski@uop.gr
phone: 2108203677
Dr. Vasiliki Skintzi holds PhD degree in Financial Engineering from the Athens University of Economics and Business (2004) a Masters Degree in Economics and Finance form the University of Warwick (1999) and a BA Degree in Economics from the Athens University of Economics and Business (1998).

Her current research interests include financial econometrics, risk management and international financial markets. Her research has been published in international journals (such as Journal of Futures Markets, Journal of International Financial Markets, Institutions and Money and Journal of Alternative Investments) and presented in several international conferences. She has consulting experience in the area of market compliance and transaction monitoring with Dresdner Bank (Germany) and performance attribution systems (Bank of Greece) and has participated in a broad range of research, consulting and educational activities of MSL.

Dr. Skintzi is currently an adjunct Lecturer at the Department of Economics of the University of Peloponnese, Greece. At the same time as a Research Fellow of FRC she participates in a broad range of research, consulting and educational activities of MSL. Her research is in the field of financial econometrics and risk management and focuses on deriving implied and conditional measures for estimating and forecasting correlation. Part of her research has been published in international journals and presented in several international conferences. Her doctoral research was sponsored by a Bank of Greece sponsorship and a scholarship from the postgraduate program in Decision Sciences (now MBA International) in AUEB.


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