.
Sarantis, Nicholas's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total Downloads
281
Total
Citations
3
1.
Kellard, Neil University of Essex - Department of Accounting, Finance & Management
Sarantis, Nicholas London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
135
(107,255)
market efficiency, traded volatility, fractional cointegration, Monte Carlo simulation, risk premium
2.
Kellard, Neil University of Essex - Department of Accounting, Finance & Management
Dunis, Christian John Moores University - Business School
Sarantis, Nicholas London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
Posted:
06 Mar 07
Last Revised:
26 Mar 08
133
(108,580)
market efficiency, traded volatility, narrow band least squares, fractional cointegration, bootstrap
3.
Sarantis, Nicholas London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
Piard, Sylviane Independent
9
(313,707)
2
4.
You, Kefei affiliation not provided to SSRN
Sarantis, Nicholas London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
2
(335,975)
5.
Cerrato, Mario London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
Kellard, Neil University of Essex - Department of Accounting, Finance & Management
Sarantis, Nicholas London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
2
(335,975)
1
Records 1 -
5
of 5 matches
[
1
]
.
Sarantis, Nicholas's
Other Papers
Note: the statistics on these "Other Papers" are not used
in determining an Author's rank.
Click on the title of any column to sort the table by
that column.
Aggregate Statistics
Total Downloads
49
Total
Citations
0
1.
Kellard, Neil University of Essex - Department of Accounting, Finance & Management
Dunis, Christian John Moores University - Business School
Sarantis, Nicholas London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
49
market efficiency, traded volatility, fractional cointegration
Records 1 -
1
of 1 matches
[
1
]
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