引用次数
引用: 4,658
H-指数: 21
I10-指数 : 30
出版物: 84
An application of bootstrapping in option pricing
George Dotsis , Raphael N Markellos
Athens University of Economics and Business, MSL Working Paper
1
2008
Nonlinear error-correction models in the Greek money market
Raphael N Markellos , Costas Siriopoulos
New Operational Approaches for Financial Modelling 173 -181
1
1997
Worldwide Adoption of Regulatory Sandboxes: Drivers, Constraints and Policies
Raphael N Markellos , Sean F Ennis , Bryn Enstone , Anastasios Manos
Constraints and Policies (March 6, 2024)
2024
Investor Co-Attention and Stock Market Comovement
Efthymia Symitsi , Raphael N Markellos
Available at SSRN 3082748
2017
Asset Selection with Estimation Risk
Apostolos Kourtis , Raphael N Markellos
7th European Winter Finance Summit
2011
Offshore Petroleum Lease Evaluation under Uncertainty and Volatility Estimation Risk
George Dotsis , Vasiliki Makropoulou , Raphael N Markellos
Available at SSRN 936067
2008
The Competitive Margin of Bookmakers as A Call Option
Vasiliki Makropoulou , Raphael N Markellos
MSL Working Paper, Athens University of Economics and Business
2006
Nonlinear Cointegration Using Lyapunov Stability Theory
Raphael N Markellos
New York: Nova Science Publishers, Forthcoming
2004
High-frequency Random Walks?
Raphael N Markellos , Terence C Mills , Gavridis. M.
Department of Economics, Loughborough University
1998
Robust estimation of nonlinear production frontiers and efficiency: a neutral network approach
Raphael N Markellos , Alvaro Costa
ECONOMIC RESEARCH PAPER-LOUGHBOROUGH UNIVERSITY DEPARTMENT OF ECONOMICS
1997
Evaluating Public Transport Efficiency with Neural Models
Alvaro Costa , Raphael N Markellos , Loughborough University Department of Economics
Smpte Journal
1996
Less is More: Asset Selection with Estimation Risk
Apostolos Kourtis , Raphael N Markellos
International Evidence of Nonlinear Cointegration and Error-Correction between Spot and Option Markets
Eleftheria Kostika , Raphael N Markellos , Athanasios Andrikopoulos , George Daskalakis
Modelling Higher Moments using a simplified Multivariate ARCD: An Application to International Equity and Currency Portfolio VaR
Eleftheria Kostika , Raphael N Markellos
DOES THE VIX JUMP? IMPLICATIONS FOR PRICING AND HEDGING VOLATILITY RISK
Dimitris Psychoyios , George Dotsis , Raphael N Markellos
Sovereign debt markets in the new digital era
Apostolos Kotzinos , Raphael N Markellos , Dimitris Psychoyios
Abdel-Aty MA 39 Allsop RE 71 73 Alvarez L. 11
M Anderson , TH Chang , DC Chin , AÂ Costa
1998
Mechanism design for emission markets
RN Markellos , I Mourtos , S Xanthopoulos
2005
Hudson, R., 209 Hysenbegasi, A., 403
J Kappi , KE Karim , SP Keef , M Keil
Applied Financial Economics 14 1351 -1353
2004
Are Electricity Risk Premia Affected by Emission Allowance Prices? Evidence from the EEX, Nord Pool and Powernext
George Daskalakis , Raphael N. Markellos
Social Science Research Network
122
2009