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George Dotsis
George Dotsis
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα econ.uoa.gr - Αρχική σελίδα
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Παρατίθεται από
Έτος
How efficient is the European football betting market? Evidence from arbitrage and trading strategies
N Vlastakis, G Dotsis, RN Markellos
Journal of Forecasting 28 (5), 426-444, 2009
1462009
An empirical comparison of continuous-time models of implied volatility indices
G Dotsis, D Psychoyios, G Skiadopoulos
Journal of Banking & Finance 31 (12), 3584-3603, 2007
1362007
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix
A Kourtis, G Dotsis, RN Markellos
Journal of Banking & Finance 36 (9), 2522-2531, 2012
1192012
A jump diffusion model for VIX volatility options and futures
D Psychoyios, G Dotsis, RN Markellos
Review of Quantitative Finance and Accounting 35, 245-269, 2010
852010
Maximum likelihood estimation of non-affine volatility processes
K Chourdakis, G Dotsis
Journal of Empirical Finance 18 (3), 533-545, 2011
402011
Volatility forecasting and time‐varying variance risk premiums in grains commodity markets
A Triantafyllou, G Dotsis, AH Sarris
Journal of Agricultural Economics 66 (2), 329-357, 2015
302015
Nonlinear modelling of European football scores using support vector machines
N Vlastakis, G Dotsis, RN Markellos
Economics of Betting Markets, 104-111, 2013
252013
Investor sentiment and value and growth stock index options
J Coakley, G Dotsis, X Liu, J Zhai
The European Journal of Finance 20 (12), 1211-1229, 2014
212014
Assessing the vulnerability to price spikes in agricultural commodity markets
A Triantafyllou, G Dotsis, A Sarris
Journal of Agricultural Economics 71 (3), 631-651, 2020
182020
Option-implied expectations in commodity markets and monetary policy
A Triantafyllou, G Dotsis
Journal of International Money and Finance 77, 1-17, 2017
182017
The finite sample properties of the GARCH option pricing model
G Dotsis, RN Markellos
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007
142007
The Competitiveness of the European ICT Industry
D Psychoyios, G Dotsis
Review of Economic Analysis 10 (1), 97-119, 2018
132018
Corridor volatility risk and expected returns
G Dotsis, N Vlastakis
Journal of Futures Markets 36 (5), 488-505, 2016
92016
The market price of risk of the variance term structure
G Dotsis
Journal of Banking & Finance 84, 41-52, 2017
72017
Bubble tests in the London housing market: A borough level analysis
P Petris, G Dotsis, P Alexakis
International Journal of Finance & Economics 27 (1), 1044-1063, 2022
62022
International evidence on the determinants of domestic sovereign debt bank holdings
DK Chronopoulos, G Dotsis, NT Milonas
Journal of Financial Services Research 58 (2), 143-160, 2020
62020
Investment under uncertainty and volatility estimation risk
G Dotsis, V Makropoulou, RN Markellos
Applied Economics Letters 19 (2), 133-137, 2012
62012
Investment under uncertainty with a zero lower bound on interest rates
G Dotsis
Economics Letters 188, 108954, 2020
52020
Maximum likelihood estimation and dynamic asset allocation with non-affine volatility processes
K Chourdakis, G Dotsis
Available at SSRN 1343691, 2009
52009
The Timing of Environmental Policies in the Presence of Extreme Events. Real Options: Theory Meets Practice
G Dotsis, V Makropoulou
9th Annual International Conference, Paris, France, 2005
52005
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