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Editorial introduction of the special issue: “Energy sector pricing and macroeconomic dynamics”

Malliaris, A.G.; Kyrtsou, C. - In: Energy economics 31 (2009) 6, pp. 825-827

Persistent link: https://www.econbiz.de/10008882089

Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics"

Malliaris, A.G.; Kyrtsou, C. - In: Energy Economics 31 (2009) 6, pp. 825-826

Persistent link: https://www.econbiz.de/10008483047

Editorial introduction: new facets of the economic complexity in modern financial markets

Kyrtsou, C.; Sornette, D. - In: The European journal of finance 19 (2013) 5, pp. 337-343

Persistent link: https://www.econbiz.de/10010122634

Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data

Kyrtsou, C.; Terraza, V. - In: European Research Studies Journal III (2000) 3-4, pp. 3-16

In this paper we study the volatility behaviour, the aggregation effects and we investigate the nature of shocks coming disturb the Greek Market. To do so, we apply the ARCH LM, the fractional integration (Geweke and Porter-Hudak, 1983) and the R/S (Lo, 1991) tests, to daily and intra-daily...

Persistent link: https://www.econbiz.de/10008478717

Editorial introduction: ‘new facets of the economic complexity in modern financial markets’

Kyrtsou, C.; Sornette, D. - In: The European Journal of Finance 19 (2013) 5, pp. 337-343

Persistent link: https://www.econbiz.de/10010679807

Options Markets

Constantinides, George M. (contributor); … - Edward Elgar

Options Markets presents an authoritative collection of the most important articles and papers on derivatives published during the last 35 years. These three volumes offer a unique and convenient resource for the reader to review the most important research at the frontier of this rapidly...

Persistent link: https://www.econbiz.de/10011254117

Methodological issues in asset pricing: Random walk or chaotic dynamics

Malliaris, A.G.; Stein, J.L. - In: Journal of banking & finance 23 (1999) 11, pp. 1605-1636

Persistent link: https://www.econbiz.de/10005898064

Linkages Between Agricultural Commodity Futures Contracts

Malliaris, A.G.; Urrutia, Jorge L. - In: The journal of futures markets 16 (1996) 5, pp. 595

Persistent link: https://www.econbiz.de/10007327787

Searching for Fractal Structure in Agricultural Futures Markets

Corazza, Marco; Malliaris, A.G.; Nardelli, Carla - In: The journal of futures markets 17 (1997) 4, pp. 433-474

Persistent link: https://www.econbiz.de/10007373611

Volume and Price Relationships: Hypotheses and Testing for Agricultural Futures

Malliaris, A.G.; Urrutia, Jorge L. - In: The journal of futures markets 18 (1998) 1, pp. 53-72

Persistent link: https://www.econbiz.de/10007361601