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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

"Optimal" probabilistic and directional predictions of financial returns

Thomakos, Dimitrios D.; Wang, Tao - In: Journal of empirical finance 17 (2010) 1, pp. 102-119

Persistent link: https://www.econbiz.de/10003943949

Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns

Thomakos, Dimitrios D.; Wang, Tao; Wu, Jingtao; … - In: The journal of futures markets 28 (2008) 9, pp. 815-844

Persistent link: https://www.econbiz.de/10003746355

Exchange rate dynamics

Wang, Tao - In: China's growth and integration into the world economy : …, (pp. 21-28). 2004

Persistent link: https://www.econbiz.de/10002164631

Sources of real exchange rate fluctuations in China

Wang, Tao - In: Journal of comparative economics : the journal of the … 33 (2005) 4, pp. 753-771

Persistent link: https://www.econbiz.de/10003251032

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

Nonparametric realized volatility estimation in the international equity markets

Vortelinos, Dimitrios I.; Thomakos, Dimitrios D. - In: International review of financial analysis 28 (2013), pp. 34-45

Persistent link: https://www.econbiz.de/10009762711

Realized volatility and jumps in the Athens Stock Exchange

Vortelinos, Dimitrios I.; Thomakos, Dimitrios D. - In: Applied financial economics 22 (2012) 1/3, pp. 97-112

Persistent link: https://www.econbiz.de/10009419567

NoVaS transformations : flexible inference for volatility forecasting

Politis, Dimitris N. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003782415

The Role of Realised Volatility in the Athens Stock Exchange

Thomakos, Dimitrios D. - 2016

Using a newly developed dataset of daily, value-weighted market returns we construct and analyze the monthly realized volatility of the Athens Stock Exchange (A.S.E.) from 1985 to 2003. Our analysis focuses on the distributional and time series properties of the realized volatility series and on...

Persistent link: https://www.econbiz.de/10013004450