Narrow search
Showing 1 - 3 of 3
Cover Image
Maximum likelihood estimation of non-affine volatility processes
Chourdakis, Kyriakos; Dotsis, George - In: Journal of empirical finance 18 (2011) 3, pp. 533-545
Persistent link: https://www.econbiz.de/10009302070
Cover Image
Parameter uncertainty in portfolio selection : shrinking the inverse covariance matrix
Kourtis, Apostolos; Dotsis, George; Markellos, Raphaēl N. - In: Journal of banking & finance 36 (2012) 9, pp. 2522-2531
Persistent link: https://www.econbiz.de/10009656151
Cover Image
Investment under uncertainty and volatility estimation risk
Dotsis, George; Makropoulou, Vasiliki; Markellos, … - In: Applied economics letters 19 (2012) 1/3, pp. 133-137
Persistent link: https://www.econbiz.de/10009412657