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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

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

Non-parametric quantile dependencies between volatility discontinuities and political risk

Gillas, Konstantinos Gkillas; Boako, Gideon; … - In: Finance research letters 32 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012430652

Crises and contagion in equity portfolios

Floros, Christos; Vortelinos, Dimitrios I.; … - In: Economies : open access journal 12 (2024) 7, pp. 1-32

We examine the international impact of recent financial crises on contagion dynamics within international equity portfolios. First, we highlight the importance of macroeconomics for portfolio weighting for each region, and then we examine contagion via a structural regime-switching model and a...

Persistent link: https://www.econbiz.de/10014636193

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

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

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