Details about Dimitrios Vortelinos

Access statistics for papers by Dimitrios Vortelinos.

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Short-id: pvo175

Working Papers

2009

1. Economic Value of Realized Covariance Forecasts: The European Case
   Working Papers, University of Peloponnese, Department of Economics
2. Modeling Volatility & Jumps in the Athens Stock Exchange
   Working Papers, University of Peloponnese, Department of Economics
3. Realized Volatility and Jumps in the Athens Stock Exchange
   Working Papers, University of Peloponnese, Department of Economics
   See also Journal Article in Applied Financial Economics (2012)
4. The Economic Value of Volatility Timing in the Athens Stock Exchange
   Working Papers, University of Peloponnese, Department of Economics
5. The Properties of Realized Correlation: Evidence From the Greek Equity Market
   Working Papers, University of Peloponnese, Department of Economics

Journal Articles

2015

1. Market risk of BRIC Eurobonds in the financial crisis period
   International Review of Economics & Finance, 2015, 39, (C), 295-310
2. The Greek equity market in European equity portfolios
   Economic Modelling, 2015, 49, (C), 144-153

2014

3. Non-parametric analysis of equity arbitrage
   International Review of Economics & Finance, 2014, 33, (C), 199-216
4. Optimally sampled realized range-based volatility estimators
   Research in International Business and Finance, 2014, 30, (C), 34-50 View citations (2)

2013

5. Nonparametric realized volatility estimation in the international equity markets
   International Review of Financial Analysis, 2013, 28, (C), 34-45 View citations (2)
6. Portfolio analysis of intraday covariance matrix in the Greek equity market
   Research in International Business and Finance, 2013, 27, (1), 66-79 View citations (3)

2012

7. Realized volatility and jumps in the Athens Stock Exchange
   Applied Financial Economics, 2012, 22, (2), 97-112 View citations (4)
   See also Working Paper (2009)

2010

8. The properties of realized correlation: Evidence from the French, German and Greek equity markets
   The Quarterly Review of Economics and Finance, 2010, 50, (3), 273-290 View citations (3)