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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

Non-parametric analysis of equity arbitrage

Vortelinos, Dimitrios I. - In: International review of economics & finance : IREF 33 (2014), pp. 199-216

Persistent link: https://www.econbiz.de/10010532732

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

Realized correlation analysis of contagion

Vortelinos, Dimitrios I. - In: The quarterly review of economics and finance : journal … 60 (2016), pp. 138-148

Persistent link: https://www.econbiz.de/10011627396

Corruption and economic development nexus : variations across income levels in a non-linear framework

Saha, Shrabani; Gounder, Rukmani - In: Economic modelling 31 (2013), pp. 70-79

Persistent link: https://www.econbiz.de/10009725784

Corruption and economic development

Ali, Mohamed Sami Ben; Saha, Shrabani - In: Economic development in the Middle East and North …, (pp. 133-154). 2016

Persistent link: https://www.econbiz.de/10011446284

Corruption and growth : a complex relationship

Mallik, Girijasankar; Saha, Shrabani - In: International journal of development issues : IJDI 15 (2016) 2, pp. 113-129

Persistent link: https://www.econbiz.de/10011700638

Do economic and political crises lead to corruption? : the role of institutions

Saha, Shrabani; Sen, Kunal - In: Economic modelling 124 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014463305

Non-Parametric Analysis of Equity Arbitrage

Vortelinos, Dimitrios I. - 2015

Arbitrage is non-parametrically examined and empirically analyzed in US equity markets. Firstly, analyzed are the properties of arbitrage; and secondly, the factors explaining arbitrage are tested. Empirical analysis concerns a decade of intraday data of five US equity indices and is also...

Persistent link: https://www.econbiz.de/10013029266

Intraday realised volatility forecasting and announcements

Vortelinos, Dimitrios I.; Gillas, Konstantinos Gkillas - In: International journal of banking, accounting and finance 9 (2018) 1, pp. 88-118

Persistent link: https://www.econbiz.de/10011955197