Details about Dimitrios Vortelinos
Access statistics for papers by Dimitrios Vortelinos.
Last updated 2016-09-21. Update your information in the RePEc Author Service.
Short-id: pvo175
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Working Papers
2009
- Economic Value of Realized Covariance Forecasts: The European Case
Working Papers, University of Peloponnese, Department of Economics
- Modeling Volatility & Jumps in the Athens Stock Exchange
Working Papers, University of Peloponnese, Department of Economics
- 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)
- The Economic Value of Volatility Timing in the Athens Stock Exchange
Working Papers, University of Peloponnese, Department of Economics
- The Properties of Realized Correlation: Evidence From the Greek Equity Market
Working Papers, University of Peloponnese, Department of Economics
Journal Articles
2015
- Market risk of BRIC Eurobonds in the financial crisis period
International Review of Economics & Finance, 2015, 39, (C), 295-310
- The Greek equity market in European equity portfolios
Economic Modelling, 2015, 49, (C), 144-153
2014
- Non-parametric analysis of equity arbitrage
International Review of Economics & Finance, 2014, 33, (C), 199-216
- Optimally sampled realized range-based volatility estimators
Research in International Business and Finance, 2014, 30, (C), 34-50 View citations (2)
2013
- Nonparametric realized volatility estimation in the international equity markets
International Review of Financial Analysis, 2013, 28, (C), 34-45 View citations (2)
- 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
- 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
- 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)
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