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Dotsis, George
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1
A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphael N.
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 245-270
Persistent link: https://www.econbiz.de/10008710902
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2
An empirical comparison of continuous-time models of implied volatility indices
Dotsis, George
;
Psychoyios, Dimitris
;
Skiadopoulos, George
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3584-3603
Persistent link: https://www.econbiz.de/10007876228
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3
Nonlinear modelling of European football scores using support vector machines
Vlastakis, Nikolaos
;
Dotsis, George
;
Markellos, Raphael
- In:
Applied economics
40
(
2008
)
1
,
pp. 111-118
Persistent link: https://www.econbiz.de/10007895164
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4
The finite sample properties of the GARCH option pricing model
Dotsis, George
;
Markellos, Raphael N.
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 599
Persistent link: https://www.econbiz.de/10007723302
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5
Nonlinear modelling of European football scores using support vector machines
Vlastakis, Nikolaos
;
Dotsis, George
;
Markellos, Raphael
- In:
Applied economics
40
(
2008
)
1-3
,
pp. 111-118
Persistent link: https://www.econbiz.de/10007985635
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6
Maximum likelihood estimation of non-affine volatility processes
Chourdakis, Kyriakos
;
Dotsis, George
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 533-546
Persistent link: https://www.econbiz.de/10009030612
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7
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix
Kourtis, Apostolos
;
Dotsis, George
;
Markellos, Raphael N.
- In:
Journal of banking & finance
36
(
2012
)
9
,
pp. 2522-2532
Persistent link: https://www.econbiz.de/10009996268
Saved in:
8
How efficient is the European football betting market? Evidence from arbitrage and trading strategies
Vlastakis, Nikolaos
;
Dotsis, George
;
Markellos, Raphael N.
- In:
Journal of forecasting
28
(
2009
)
5
,
pp. 426-444
Persistent link: https://www.econbiz.de/10008283812
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