引用次数
引用: 4,658
H-指数: 21
I10-指数 : 30
出版物: 84
Optimal Hedge Ratio Estimation and Effectiveness Using ARCD
Eleftheria S. Kostika , Raphael N. Markellos
SSRN Electronic Journal
19
Modeling Greek equity prices using jump diffusion processes
George Dotsis , Dimitris Psychoyios , Raphael N. Markellos
Operational Research 6 ( 2) 129 -143
3
2006
Time–series Behavior of Intra–daily Data from the Athens Stock Exchange
Raphael N. Markellos , Costas Siriopoulos
International Transactions in Operational Research 9 ( 5) 619 -628
1
2002
Diversification benefits in trading
Raphael N. Markellos
Applied Financial Economics 14 ( 1) 13 -17
3
2004
Sovereign debt markets in light of the shadow economy
Raphael N. Markellos , Dimitris Psychoyios , Friedrich Schneider
European Journal of Operational Research 252 ( 1) 220 -231
11
2016
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts
Apostolos Kourtis , Raphael N. Markellos , Lazaros Symeonidis
Journal of Futures Markets 36 ( 12) 1164 -1193
27
2016
Bootstrap Derivative Asset Pricing
Raphael N. Markellos
Smpte Journal
1998
Semi-chaotic financial series and neural network. Forecasting : Evidence from European Stock Markets
Costas Siriopoulos , Raphael Markellos
Yugoslav Journal of Operations Research 6 ( 2) 305 -312
1
1996
Does the weather affect stock market volatility
George Daskalakis , Raphael Markellos , Lazaros Symeonidis
Research Papers in Economics
123
2009
Covariance forecasting in equity markets
Efthymia Symitsi , Lazaros Symeonidis , Apostolos Kourtis , Raphael Markellos
Journal of Banking and Finance 96 ( 11) 153 -168
5
2018
Does The Economy Affect Aviation Safety?
Panagiotis Stamolampros , Raphael Markellos
Smpte Journal
Proposal for the Composition of a Solvent Portfolio with Chaos Theory and Data Analysis
Dimitris Karapistolis , Costas Siriopoulos , Iannis Papadimitriou , Raphael Markellos
Operational Tools in the Management of Financial Risks 3 -15
1998
Human resources turnover as an asset acquisition and divestiture process: Evidence from the UK football industry
Maria Fotaki , Apostolos Kourtis , Raphael Markellos
International Journal of Finance & Economics 28 ( 3) 2696 -2711
7
2023
Modeling skewness in portfolio choice
Trung H Le , Apostolos Kourtis , Raphael Markellos
Journal of Futures Markets 43 ( 6) 734 -770
2023
Managing Risk in the Red Meat Sector
Andrew Fearne , Apostolos Kourtis , Raphael Markellos
2019
Cryptocurrencies as an alternative investment
Apostolos Kourtis , Raphael Markellos
Decentralized
2018
Nonlinear modelling of European football scores using support vector machines
George Dotsis , Nikolaos Vlastakis , Raphael Markellos
2007
Modeling Skewness of Equity Market Returns Using Option-Implied Information
Trung H Le , Apostolos Kourtis , Raphael Markellos
I/F Art and Commerce
Raphael Markellos , Vanya Kitsopoulou
THE ECONOMIC HISTORY SOCIETY 212 -212
Applications of artificial neural networks in emerging financial markets
Costas Siriopoulos , Konstantinos Sirlantzis , Rafael Markellos
World Scientific
4
1996