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Sharp Style Analysis in the MSCI Sector Portfolios: A Monte Caro Integration Approach
Christodoulakis, George, (2002)
Co-Volatility and Correlation Clustering: A Multivariate Correlated ARCH Framework
Christodoulakis, George, (2001)
Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility
Christodoulakis, George A., (2022)