Έρευνα

   Skintzi, V., Xanthopoulos, S., 2007, "Evaluation of correlation forecasting models for risk management", Journal of Forecasting, forthcoming.

   Skintzi, V. Refenes, A., 2006, "Bond Volatility Spillovers and Dynamic Correlation in European Bond Markets, Journal of International Financial Markets, Institutions and Money, 16,  p. 23-40.

   Skintzi, V., Refenes, A., 2005, "Implied Correlation Index: A New Measure of Diversification", Journal of Futures Markets, 25, p. 171-197.

   Skintzi, V., Skiadopoulos, G., Refenes, A., 2005, "The Effect of Mis-Estimating Correlation on Value-at-Risk",  Journal of Alternative Investments, 7, p. 66-82.

   Skintzi, V., Refenes, A., 2003, "Deriving the correlation structure from index options", HERCMA 2003 Proceedings.

'Αρθρα σε εξέλιξη

  Skintzi, V., 2007, "Economic factors driving financial market integration".

   Advances in financial forecasting, 2nd international symposium, Λουτράκι, Ελλάδα, 21-26/10/05.

   Euro XX, 20th European Conference on Operations Research, Ρόδος, Ελλάδα, 4-8/7/04.

   International Workshop on Recent Advances in Time Series Analysis, Προταράς, Κύπρος, 9/6-12/6/04.

   Ιnternational Bond and Debt Market Integration Conference, Δουβλίνο, Ιρλανδία, 31/5-1/6/04.

   EU Workshop Series on Mathematical Optimization Models for Financial Institutions 3, Bergamo, Ιταλία, 13 - 17/01/03.

   4th International Conference on Money, Investment and Risk, Nottingham, Αγγλία, 5-7/11/03.

   HERCMA 2003, Αθήνα, Ελλάδα, 25-27/09/03.

  EU Workshop Series on Mathematical Optimization Models for Financial Institutions 1, Semmering, Αυστρία, 17 - 21/05/03.

   31st Euro-Working Group on Financial Modeling, , Αγία Νάπα, Κύπρος, 7-9/11/02.

   Simulation of the EU's council of Ministers of Agriculture, (εντατικό πρόγραμμα Erasmus στα πλαίσια της Κοινής Αγροτικής Πολιτικής), Montpellier, Γαλλία, Απρίλιος 1998

   6th European Workshop on EU issues, , Σπέτσες, Ελλάδα, Ιούνιος 1998