Raphael N. Markellos: search on Z-Library

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1

How efficient is the European football betting market? Evidence from arbitrage and trading strategies

Nikolaos Vlastakis, George Dotsis, Raphael N. Markellos

Journal:

Journal of Forecasting

Year:

2009

Language:

english

File:

PDF, 132 KB

english, 2009

2

Dynamic interaction between markets for leasing and selling automobiles

Andrikopoulos, Athanasios, Markellos, Raphael N.

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 905 KB

english, 2015

3

An International Comparison of Implied, Realized, and GARCH Volatility Forecasts

Kourtis, Apostolos, Markellos, Raphael N., Symeonidis, Lazaros

Journal:

Journal of Futures Markets

Year:

2016

Language:

english

File:

PDF, 163 KB

english, 2016

4

Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix

Apostolos Kourtis, George Dotsis, Raphael N. Markellos

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 249 KB

english, 2012

5

Nonlinear modelling of European football scores using support vector machines

Vlastakis, Nikolaos, Dotsis, George, Markellos, Raphael N.

Journal:

Applied Economics

Year:

2008

Language:

english

File:

PDF, 298 KB

english, 2008

6

The finite sample properties of the GARCH option pricing model

George Dotsis, Raphael N. Markellos

Journal:

Journal of Futures Markets

Year:

2007

Language:

english

File:

PDF, 167 KB

english, 2007

7

Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme

George Daskalakis, Dimitris Psychoyios, Raphael N. Markellos

Journal:

Journal of Banking & Finance

Year:

2009

Language:

english

File:

PDF, 356 KB

english, 2009

8

Sovereign debt markets in light of the shadow economy

Markellos, Raphael N., Psychoyios, Dimitris, Schneider, Friedrich

Journal:

European Journal of Operational Research

Year:

2016

Language:

english

File:

PDF, 1.37 MB

english, 2016

9

OPTIMAL PRICE SETTING IN FIXED-ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY

Vasiliki Makropoulou, Raphael N. Markellos

Journal:

Scottish Journal of Political Economy

Year:

2011

Language:

english

File:

PDF, 412 KB

english, 2011

10

Information demand and stock market volatility

Nikolaos Vlastakis, Raphael N. Markellos

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 336 KB

english, 2012

11

The Econometric Modelling of Financial Time Series || Univariate linear stochastic models: testing for unit roots and alternative trend specifications

Mills, Terence C., Markellos, Raphael N.

Year:

2008

Language:

english

File:

PDF, 342 KB

english, 2008

12

The Econometric Modelling of Financial Time Series || Univariate linear stochastic models: further topics

Mills, Terence C., Markellos, Raphael N.

Year:

2008

Language:

english

File:

PDF, 328 KB

english, 2008

13

Information Demand and Stock Market Volatility

Vlastakis, Nikolaos, Markellos, Raphael N.

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 401 KB

english, 2012

14

The Econometric Modelling of Financial Time Series || Univariate non-linear stochastic models: martingales, random walks and modelling volatility

Mills, Terence C., Markellos, Raphael N.

Year:

2008

Language:

english

File:

PDF, 478 KB

english, 2008

15

Investment under uncertainty and volatility estimation risk

Dotsis, George, Makropoulou, Vasiliki, Markellos, Raphael Nicholas

Journal:

Applied Economics Letters

Year:

2012

Language:

english

File:

PDF, 137 KB

english, 2012

16

A jump diffusion model for VIX volatility options and futures

Dimitris Psychoyios, George Dotsis, Raphael N. Markellos

Journal:

Review of Quantitative Finance and Accounting

Year:

2010

Language:

english

File:

PDF, 602 KB

english, 2010

17

Modeling Greek equity prices using jump diffusion processes

George Dotsis, Dimitris Psychoyios, Raphael N. Markellos

Journal:

Operational Research

Year:

2006

Language:

english

File:

PDF, 812 KB

english, 2006

18

Interest rate volatility and risk management: Evidence from CBOE Treasury options

Markellos, Raphael N., Psychoyios, Dimitris

Journal:

The Quarterly Review of Economics and Finance

Year:

2017

Language:

english

File:

PDF, 1.68 MB

english, 2017

19

Wine price risk management: International diversification and derivative instruments

Apostolos Kourtis, Raphael N. Markellos, Dimitris Psychoyios

Journal:

International Review of Financial Analysis

Year:

2012

Language:

english

File:

PDF, 393 KB

english, 2012

20

Is there an Olympic gold medal rush in the stock market?

Wang, Jessica Y., Markellos, Raphael N.

Journal:

European Journal of Finance

Year:

2018

Language:

english

File:

PDF, 1.43 MB

english, 2018

21

Does the weather affect stock market volatility?

Lazaros Symeonidis, George Daskalakis, Raphael N. Markellos

Journal:

Finance Research Letters

Year:

2010

Language:

english

File:

PDF, 245 KB

english, 2010

22

Time–series Behavior of Intra–daily Data from the Athens Stock Exchange

Raphael N. Markellos, Costas Siriopoulos

Journal:

International Transactions in Operational Research

Year:

2002

Language:

english

File:

PDF, 193 KB

english, 2002

23

Environmental Policy Implications of Extreme Variations in Pollutant Stock Levels and Socioeconomic Costs

Makropoulou, Vasiliki, Dotsis, George, Markellos, Raphael N.

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 264 KB

english, 2008

24

The Econometric Modelling of Financial Time Series || Univariate non-linear stochastic models: further models and testing procedures

Mills, Terence C., Markellos, Raphael N.

Year:

2008

Language:

english

File:

PDF, 376 KB

english, 2008

25

The Econometric Modelling of Financial Time Series || Modelling return distributions

Mills, Terence C., Markellos, Raphael N.

Year:

2008

Language:

english

File:

PDF, 284 KB

english, 2008

26

The Econometric Modelling of Financial Time Series || Regression techniques for non-integrated financial time series

Mills, Terence C., Markellos, Raphael N.

Year:

2008

Language:

english

File:

PDF, 398 KB

english, 2008

27

Covariance Forecasting in Equity Markets

Symitsi, Efthymia, Symeonidis, Lazaros, Kourtis, Apostolos, Markellos, Raphael N.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 494 KB

english, 2018

28

The Econometric Modelling of Financial Time Series || Regression techniques for integrated financial time series

Mills, Terence C., Markellos, Raphael N.

Year:

2008

Language:

english

File:

PDF, 503 KB

english, 2008

29

Intradaily behavior of listed and unlisted security basket indices in the emerging Greek stock market

Markellos, Raphael N., Mills, Terence, Siriopoulos, Costas

Journal:

Managerial Finance

Year:

2003

Language:

english

File:

PDF, 379 KB

english, 2003

30

The Econometric Modelling of Financial Time Series || Further topics in the analysis of integrated financial time series

Mills, Terence C., Markellos, Raphael N.

Year:

2008

Language:

english

File:

PDF, 206 KB

english, 2008

31

The Econometric Modelling of Financial Time Series || Data appendix

Mills, Terence C., Markellos, Raphael N.

Year:

2008

Language:

english

File:

PDF, 22 KB

english, 2008

32

Environmental Policy Implications of Extreme Variations in Pollutant Stock Levels and Socioeconomic Costs

Makropoulou, Vasiliki, Dotsis, George, Markellos, Raphael N.

Journal:

SSRN Electronic Journal

Year:

2008

File:

PDF, 264 KB

2008

33

The Econometric Modelling of Financial Time Series || References

Mills, Terence C., Markellos, Raphael N.

Year:

2008

Language:

english

File:

PDF, 203 KB

english, 2008

34

Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs

Makropoulou, Vasiliki, Dotsis, George, Markellos, Raphael N.

Journal:

The Quarterly Review of Economics and Finance

Year:

2013

Language:

english

File:

PDF, 648 KB

english, 2013

35

Is There an Olympic Gold Medal Rush in the Stock Market?

Wang, Jessica Y., Markellos, Raphael N.

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 405 KB

english, 2015

36

Unit roots in the CAPM?

Markellos, Raphael N., Mills, Terence C.

Journal:

Applied Economics Letters

Year:

2001

Language:

english

File:

PDF, 228 KB

english, 2001

37

Evaluating public transport efficiency with neural network models

Álvaro Costa, Raphael N. Markellos

Journal:

Transportation Research Part C: Emerging Technologies

Year:

1997

Language:

english

File:

PDF, 995 KB

english, 1997

38

Parameter Uncertainty in Portfolio Selection: Shrinking the Inverse Covariance Matrix

Kourtis, Apostolos, Dotsis, George, Markellos, Raphael N.

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 408 KB

english, 2011

39

Diversification benefits in the smaller European stock markets

Raphael N. Markellos, Costas Siriopoulos

Journal:

International Advances in Economic Research

Year:

1997

Language:

english

File:

PDF, 952 KB

english, 1997

40

Optimal Hedge Ratio Estimation and Effectiveness Using ARCD

Eleftheria Kostika, Raphael N. Markellos

Journal:

Journal of Forecasting

Year:

2012

Language:

english

File:

PDF, 215 KB

english, 2012

41

Asset pricing dynamics

Markellos, Raphael N., Mills, Terence C.

Journal:

European Journal of Finance

Year:

2003

Language:

english

File:

PDF, 176 KB

english, 2003

42

Diversification benefits in trading?

Markellos, Raphael N.

Journal:

Applied Financial Economics

Year:

2004

Language:

english

File:

PDF, 103 KB

english, 2004

43

Interest Rate Volatility and Risk Management: Evidence from CBOE Treasury Options

Markellos, Raphael N., Psychoyios, Dimitris

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 924 KB

english, 2011

44

Investment strategy evaluation with cointegration

MARKELLOS, RAPHAEL N.

Journal:

Applied Economics Letters

Year:

1999

Language:

english

File:

PDF, 103 KB

english, 1999

45

A Jump Diffusion Model for VIX Volatility Options and Futures

Psychoyios, Dimitris, Dotsis, George, Markellos, Raphael N.

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 570 KB

english, 2007

46

Traded American options are Bermudan

Liu, Shuangzhe, Kourtis, Apostolos, Markellos, Raphael N.

Journal:

Managerial Finance

Year:

2011

Language:

english

File:

PDF, 152 KB

english, 2011

47

Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext

George Daskalakis, Raphael N. Markellos

Journal:

Year:

2009

Language:

english

File:

PDF, 300 KB

english, 2009

48

The Econometric Modelling of Financial Time Series || Preface to the third edition

Mills, Terence C., Markellos, Raphael N.

Year:

2008

Language:

english

File:

PDF, 33 KB

english, 2008

49

Corporate real estate analysis: evaluating telecom branch efficiency in Greece

Kritikos, Manolis, Markellos, Raphael N., Prastacos, Gregory

Journal:

Applied Economics

Year:

2010

Language:

english

File:

PDF, 239 KB

english, 2010

50

The Econometric Modelling of Financial Time Series || Introduction

Mills, Terence C., Markellos, Raphael N.

Year:

2008

Language:

english

File:

PDF, 70 KB

english, 2008

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