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Vortelinos, Dimitrios I.
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6
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3
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2
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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
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2
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
Saved in:
3
The effect of the European economic news releases to the US financial markets in the crisis period
Vortelinos, Dimitrios
;
Gkillas, Konstantinos
- In:
Investment management and financial innovations
13
(
2016
)
4
,
pp. 33-57
Persistent link: https://www.econbiz.de/10011667499
Saved in:
4
Integration and risk contagion in financial crises : evidence from international stock markets
Gillas, Konstantinos Gkillas
;
Tsagkanos, Athanasios
; …
- In:
Journal of business research : JBR
104
(
2019
),
pp. 350-365
Persistent link: https://www.econbiz.de/10012105047
Saved in:
5
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
Saved in:
6
Exchange rate jumps and geopolitical risks
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
-
2021
Persistent link: https://www.econbiz.de/10012661160
Saved in:
7
International announcements and West Texas Intermediate crude oil futures : a case study on the 2008 global financial crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
The journal of energy markets
13
(
2020
)
2
,
pp. 25-62
Persistent link: https://www.econbiz.de/10012662166
Saved in:
8
Uncertainty and realized jumps in the pound-dollar exchange rate : evidence from over one century of data
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10014288819
Saved in:
9
Realized volatility in the futures markets
Thomakos, Dimitrios D.
;
Wang, Tao
- In:
Journal of empirical finance
10
(
2003
)
3
,
pp. 321-353
Persistent link: https://www.econbiz.de/10001752107
Saved in:
10
The role of realised volatility in the Athens Stock Exchange
Thomakos, Dimitrios D.
;
Koubouros, Michail S.
- In:
Multinational finance journal : MF ; quarterly …
15
(
2011
)
1/2
,
pp. 87-124
Persistent link: https://www.econbiz.de/10009387540
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