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Details about Dimitrios Vortelinos

E-mail:
Homepage:http://staff.lincoln.ac.uk/dvortelinos
Workplace:UNIVERSITY OF LINCOLN
Lincoln Economics and Finance (LEAF), Lincoln Business School, University of Lincoln, (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)

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

  1. Economic Value of Realized Covariance Forecasts: The European Case
    Working Papers, University of Peloponnese, Department of Economics Downloads
  2. Modeling Volatility & Jumps in the Athens Stock Exchange
    Working Papers, University of Peloponnese, Department of Economics Downloads
  3. Realized Volatility and Jumps in the Athens Stock Exchange
    Working Papers, University of Peloponnese, Department of Economics Downloads
    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 Downloads
  5. The Properties of Realized Correlation: Evidence From the Greek Equity Market
    Working Papers, University of Peloponnese, Department of Economics Downloads

Journal Articles

2015

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

2014

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

2013

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

2012

  1. Realized volatility and jumps in the Athens Stock Exchange
    Applied Financial Economics, 2012, 22, (2), 97-112 Downloads View citations (3)
    See also Working Paper (2009)

2010

  1. 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 Downloads View citations (3)
 
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