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Volatility
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Dotsis, George
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ECONIS (ZBW)
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1
A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphaēl N.
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
Saved in:
2
Information demand and stock market volatility
Vlastakis, Nikolaos
;
Markellos, Raphaēl N.
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1808-1821
Persistent link: https://www.econbiz.de/10009616385
Saved in:
3
Does the weather affect stock market volatility?
Symeonidis, Lazaros
;
Daskalakis, George
;
Markellos, …
- In:
Finance research letters
7
(
2010
)
4
,
pp. 214-223
Persistent link: https://www.econbiz.de/10009272751
Saved in:
4
Electricity futures prices in an emissions constrained economy : evidence from European power markets
Daskalakis, George
;
Symeonidis, Lazaros
;
Markellos, …
- In:
The energy journal
36
(
2015
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011403464
Saved in:
5
An international comparison of implied, realized, and GARCH volatility forecasts
Kourtis, Apostolos
;
Markellos, Raphaēl N.
;
Symeonidis, …
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1164-1193
Persistent link: https://www.econbiz.de/10011665609
Saved in:
6
Covariance forecasting in equity markets
Symitsi, Efthymia
;
Symeonidis, Lazaros
;
Kourtis, Apostolos
- In:
Journal of banking & finance
96
(
2018
),
pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
Saved in:
7
Interest rate volatility and risk management : evidence from CBOE Treasury options
Markellos, Raphaēl N.
;
Psychoyios, Dimitris
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 190-202
Persistent link: https://www.econbiz.de/10012034535
Saved in:
8
Investment under uncertainty and volatility estimation risk
Dotsis, George
;
Makropoulou, Vasiliki
;
Markellos, …
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 133-137
Persistent link: https://www.econbiz.de/10009412657
Saved in:
9
An empirical comparison of continuous-time models of implied volatility indices
Dotsis, George
;
Psychoyios, Dimitris
;
Skiadopoulos, George
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3584-3603
Persistent link: https://www.econbiz.de/10003604337
Saved in:
10
Maximum likelihood estimation of non-affine volatility processes
Chourdakis, Kyriakos
;
Dotsis, George
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 533-545
Persistent link: https://www.econbiz.de/10009302070
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