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The properties of realized correlation : evidence from the French, Germand and Greek equity markets

Vortelinos, Dimitrios I. - In: The quarterly review of economics and finance : journal … 50 (2010) 3, pp. 273-290

Persistent link: https://www.econbiz.de/10009247716

Non-parametric analysis of equity arbitrage

Vortelinos, Dimitrios I. - In: International review of economics & finance : IREF 33 (2014), pp. 199-216

Persistent link: https://www.econbiz.de/10010532732

Portfolio analysis of intraday covariance matrix in the Greek equity market

Vortelinos, Dimitrios I. - In: Research in international business and finance 27 (2013), pp. 66-79

Persistent link: https://www.econbiz.de/10009708102

Optimally sampled realized range-based volatility estimators

Vortelinos, Dimitrios I. - In: Research in international business and finance 30 (2014), pp. 34-50

Persistent link: https://www.econbiz.de/10010390353

Incremental information of stock indicators

Vortelinos, Dimitrios I. - In: International review of economics & finance : IREF 41 (2016), pp. 79-97

Persistent link: https://www.econbiz.de/10011624650

Realized correlation analysis of contagion

Vortelinos, Dimitrios I. - In: The quarterly review of economics and finance : journal … 60 (2016), pp. 138-148

Persistent link: https://www.econbiz.de/10011627396

Evaluation of the Federal Reserve's financial-crisis timeline

Vortelinos, Dimitrios I. - In: International review of financial analysis 45 (2016), pp. 350-355

Persistent link: https://www.econbiz.de/10011583877

Forecasting realized volatility : HAR against Principal Components Combining, neural networks and GARCH

Vortelinos, Dimitrios I. - In: Research in international business and finance 39 (2017), pp. 824-839

Persistent link: https://www.econbiz.de/10011912382

Economic news releases and financial markets in South Africa

Gillas, Konstantinos Gkillas; Vortelinos, Dimitrios I.; … - In: Economies 7 (2019) 4, pp. 1-13

We examine the impact of economic news releases on returns, volatility and jumps of the stock and foreign exchange markets of South Africa. We also assess the impact of macroeconomic determinants. The dataset range is fifteen years covering the period from January, 2000 to December, 2014....

Persistent link: https://www.econbiz.de/10013199624

The effect of macro news on volatility and jumps

Vortelinos, Dimitrios I. - In: Annals of economics and finance 16 (2015) 2, pp. 425-447

Persistent link: https://www.econbiz.de/10011428184