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~institution:"Department of Economics, University of Peloponnese"
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Athens Stock Exchange
4
optimal sampling
3
Bipower variation
1
Heterogeneous autoregressive models
1
Realized volatility
1
Volatility jumps
1
asymmetry
1
bipower variation
1
covariance
1
heterogeneous autoregres- sive models
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heterogeneous autoregressive models
1
intraday data
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jumps
1
long memory
1
microstructure
1
portfolio analysis
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range
1
range-based volatility
1
realized correlation
1
realized volatility
1
volatility forecasting
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volatility jumps
1
volatility timing
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Vortelinos, Dimitrios
4
Thomakos, Dimitrios
1
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Department of Economics, University of Peloponnese
International Monetary Fund (IMF)
268
International Monetary Fund
134
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
59
National Bureau of Economic Research
34
EconWPA
16
New York Stock Exchange
15
World Federation of Exchanges
9
Deutsche Börse AG
7
FinanzBuch Verlag
7
HAL
7
OECD
6
Schweizer Börse
6
Group of Thirty
5
International Stock Exchange of the United Kingdom and the Republic of Ireland <London>
5
University of Stellenbosch. Faculty of Economic and Management Sciences. Graduate School of Business.
5
Österreichische Bankwissenschaftliche Gesellschaft
5
Arbeitsgemeinschaft der Deutschen Wertpapierbörsen
4
Bank of Greece
4
Bolsa de Comercio <Santiago de Chile>
4
Bundesverband Deutscher Banken
4
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
4
Gruppe Deutsche Börse
4
Han gug jeung gwon geo lae so
4
International Federation of Stock Exchanges
4
International Options Market Association
4
New York Institute of Finance
4
Statistical, Economic and Social Research and Training Centre for Islamic Countries
4
Suomen Pankki
4
United States / Congress / Senate / Committee on Banking, Housing, and Urban Affairs / Subcommittee on Securities
4
Université Paris-Dauphine (Paris IX)
4
Wiener Börse
4
Amsterdam Exchanges
3
Asian Development Bank
3
Basler Effektenbörse
3
C.E.P.R. Discussion Papers
3
Deutsches Aktieninstitut
3
Ekonomiska forskningsinstitutet <Stockholm>
3
European Securities and Markets Authority
3
Financial Industry Regulatory Authority
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Working Papers / Department of Economics, University of Peloponnese
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1
The Economic Value of Volatility Timing in the Athens
Stock
Exchange
Vortelinos, Dimitrios
-
Department of Economics, University of Peloponnese
-
2009
-frequency intraday data. The dataset concerns the FTSE-20, FTSE-40 and FTSE-80 indices of the Athens
Stock
Exchange
(ASE). As far as I …
Persistent link: https://www.econbiz.de/10008461727
Saved in:
2
Modeling Volatility & Jumps in the Athens
Stock
Exchange
Vortelinos, Dimitrios
-
Department of Economics, University of Peloponnese
-
2009
In this paper I test for and model volatility jumps for the General Index (GD) of the Athens
Stock
Exchange
(ASE …
Persistent link: https://www.econbiz.de/10008461728
Saved in:
3
The Properties of Realized Correlation: Evidence From the Greek Equity Market
Vortelinos, Dimitrios
-
Department of Economics, University of Peloponnese
-
2009
are between the three main FTSE indices of the Athens
Stock
Exchange
(ASE). Using intraday data I rst construct four state …
Persistent link: https://www.econbiz.de/10008461729
Saved in:
4
Realized Volatility and Jumps in the Athens
Stock
Exchange
Vortelinos, Dimitrios
;
Thomakos, Dimitrios
-
Department of Economics, University of Peloponnese
-
2009
We test for and model volatility jumps for three major indices of the Athens
Stock
Exchange
(ASE). Using intraday data …
Persistent link: https://www.econbiz.de/10008461731
Saved in:
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