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Markellos, Raphael N.


 SSRN Author Rank: 7,425 by Downloads
 

University of East Anglia (UEA) - Norwich Business School


 Norwich
 NR4 7TJ
 United Kingdom
 email address

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. Markellos, Raphael N.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,769
Total
Citations
15
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Does the Weather Affect Stock Market Volatility? | Show Abstract |
Finance Research Letters, Vol. 7, No. 4, pp. 214-223, 2010
Accepted Paper Series
Symeonidis, Lazaros
University of Reading - ICMA Centre
Daskalakis, George
Norwich Business School - University of East Anglia
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Posted:
13 Oct 08
Last Revised:
26 Jan 11
 

2.  
Daskalakis, George
Norwich Business School - University of East Anglia
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Posted:
28 Jan 08
Last Revised:
16 Sep 09
482
(26,740)
11

3.  
Parameter Uncertainty in Portfolio Selection: Shrinking the Inverse Covariance Matrix | Show Abstract | Download |
Journal of Banking and Finance, Vol. 36, No. 9, pp. 2522-2531, 2012
Accepted Paper Series
Kourtis, Apostolos
University of East Anglia - Norwich Business School
Dotsis, George
Essex Finance Centre, Essex Business School,University of Essex -
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Posted:
16 Feb 09
Last Revised:
10 Sep 12
414
(32,658)
1

4.  
Dotsis, George
Essex Finance Centre, Essex Business School,University of Essex -
Makropoulou, Vasiliki
Athens University of Economics and Business - Department of Management Science
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Posted:
10 Oct 06
Last Revised:
03 Dec 08
380
(36,300)
 

5.  
Estimation of Continuous-Time Stochastic Volatility Models | Show Abstract | Download |
HANDBOOK OF ECONOMETRICS, Vol. 2, Palgrave, Forthcoming
Accepted Paper Series
Dotsis, George
Essex Finance Centre, Essex Business School,University of Essex -
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Mills, Terence C.
Loughborough University - Department of Economics
Posted:
04 Nov 08
Last Revised:
03 Dec 08
283
(51,573)
 

6.  
Fotaki, Maria
Athens University of Economics and Business
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Mania, Maria
Athens University of Economics and Business
Posted:
10 Jan 09
Last Revised:
14 Jun 09
276
(53,053)
1

7.  
Nonlinear Times Series in Financial Economics | Show Abstract | Download |
ENCYCLOPEDIA OF COMPLEXITY AND SYSTEMS SCIENCE, Bruce Mizrach, ed., Springer-Verlag, 2008
Accepted Paper Series
Mills, Terence C.
Loughborough University - Department of Economics
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Posted:
15 Jun 08
250
(59,239)
 

8.  
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Psychoyios, Dimitris
University of Piraeus - Department of Industrial Management
Posted:
08 Apr 10
Last Revised:
18 Sep 12
227
(65,643)
 

9.  
Wine Price Risk Management: International Diversification and Derivative Instruments | Show Abstract | Download |
International Review of Financial Analysis, Vol. 22, pp. 30-37, 2012
Accepted Paper Series
Kourtis, Apostolos
University of East Anglia - Norwich Business School
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Psychoyios, Dimitris
University of Piraeus - Department of Industrial Management
Posted:
09 Nov 10
Last Revised:
10 Sep 12
218
(68,475)
 

10.  
Nonlinear Cointegration Using Lyapunov Stability Theory | Show Abstract | Download |
PROGRESS IN FINANCIAL MARKETS RESEARCH, K. Kirtsou, ed., New York: Nova Science Publishers, Forthcoming
Accepted Paper Series
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Posted:
13 Jun 04
207
(72,226)
 

11.  
Andrikopoulos, Thanos
Athens University of Economics and Business
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Posted:
08 Jul 12
90
(145,158)
 

12.  
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Psychoyios, Dimitris
University of Piraeus - Department of Industrial Management
Schneider, Friedrich
University of Linz - Department of Economics
Posted:
06 Mar 11
Last Revised:
22 Apr 13
88
(147,268)
 

13.  
Makropoulou, Vasiliki
Athens University of Economics and Business - Department of Management Science
Dotsis, George
Essex Finance Centre, Essex Business School,University of Essex -
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Posted:
18 May 07
70
(169,323)
 

14.  
Optimal Price Setting in Fixed‐Odds Betting Markets Under Information Uncertainty | Show Abstract | Download |
Scottish Journal of Political Economy, Vol. 58, Issue 4, pp. 519-536, 2011
Accepted Paper Series
Makropoulou, Vasiliki
Athens University of Economics and Business - Department of Management Science
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Posted:
15 Jun 11
1
(343,238)
2

15.  
The Finite Sample Properties of the GARCH Option Pricing Model | Show Abstract |
Journal of Future Markets, Forthcoming
Accepted Paper Series
Dotsis, George
Essex Finance Centre, Essex Business School,University of Essex -
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Posted:
04 Oct 06
 


Records 1 - 15 of 15 matches
[ 1 ]
. Markellos, Raphael N.'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
253
Total
Citations
0
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
An Application of Bootstrapping in Option Pricing | Show Abstract | Download |
Athens University of Economics and Business, MSL Working Paper
Working Paper Series
Dotsis, George
Essex Finance Centre, Essex Business School,University of Essex -
Markellos, Raphael N.
University of East Anglia (UEA) - Norwich Business School
Posted:
08 Feb 05
Last Revised:
02 Nov 08
253
 


Records 1 - 1 of 1 matches
[ 1 ]

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