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Forecasting realized volatility : HAR against Principal Components Combining, neural networks and GARCH
Vortelinos, Dimitrios I. - In: Research in international business and finance 39 (2017), pp. 824-839
Persistent link: https://www.econbiz.de/10011912382
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Portfolio analysis of intraday covariance matrix in the Greek equity market
Vortelinos, Dimitrios I. - In: Research in international business and finance 27 (2013), pp. 66-79
Persistent link: https://www.econbiz.de/10009708102
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Optimally sampled realized range-based volatility estimators
Vortelinos, Dimitrios I. - In: Research in international business and finance 30 (2014), pp. 34-50
Persistent link: https://www.econbiz.de/10010390353
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Portfolio analysis of intraday covariance matrix in the Greek equity market
Vortelinos, Dimitrios I. - In: Research in international business and finance 27 (2013) 1, pp. 66-79
Persistent link: https://www.econbiz.de/10010052554
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Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets
Vortelinos, Dimitrios I.; Koulakiotis, Athanasios; … - In: Research in international business and finance 39 (2017), pp. 150-168
Persistent link: https://www.econbiz.de/10011876457