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Nikitopoulos Sklibosios, Christina


 SSRN Author Rank: 38,729 by Downloads
 

University of Technology, Sydney - Faculty of Business


 15 Broadway, Ultimo
 Sydney 2007, New South Wales
 Australia
 email address
 

Financial Research Network (FIRN)


 C/- University of Queensland Business School
 St Lucia, 4071 Brisbane
 Queensland
 Australia
 HOME PAGE: http://www.firn.org.au


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. Nikitopoulos Sklibosios, Christina's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
637
Total
Citations
6
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
A Control Variate Method For Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre Research Paper Number No. 167
Number of Pages in PDF File: 33
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Nikitopoulos Sklibosios, Christina
University of Technology, Sydney - Faculty of Business
Schlogl, Erik
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
02 May 06
163
(119,263)
 

2.  
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Schlogl, Erik
University of Technology Sydney (UTS) - School of Finance and Economics
Nikitopoulos Sklibosios, Christina
University of Technology, Sydney - Faculty of Business
Posted:
07 Oct 04
142
(134,321)
3

3.  
Humps in the Volatility Structure of the Crude Oil Futures Market: New Evidence | Show Abstract | Download This Paper | Open PDF in Browser |
29th International Conference of the French Finance Association (AFFI) 2012
Number of Pages in PDF File: 38
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Kang, Boda
University of York - Department of Mathematics
Nikitopoulos Sklibosios, Christina
University of Technology, Sydney - Faculty of Business
To, Thuy Duong
University of New South Wales, Sydney
Posted:
09 Oct 12
96
(180,350)
 

4.  
Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre Research Paper No. 283
Number of Pages in PDF File: 47
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Maina, Samuel Chege
University of Technology Sydney (UTS) - School of Finance and Economics
Nikitopoulos Sklibosios, Christina
University of Technology, Sydney - Faculty of Business
Posted:
22 Oct 10
88
(190,842)
3

5.  
Credit Derivative Pricing with Stochastic Volatility Models | Show Abstract | Download This Paper | Open PDF in Browser |
University of Technology Sydney Quantitative Finance Research Centre Research Paper No. 293
Number of Pages in PDF File: 40
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Maina, Samuel Chege
University of Technology Sydney (UTS) - School of Finance and Economics
Nikitopoulos Sklibosios, Christina
University of Technology, Sydney - Faculty of Business
Posted:
23 Oct 12
52
(254,334)
 

6.  
The Return-Volatility Relation in Commodity Futures Markets | Show Abstract | Download This Paper | Open PDF in Browser |
UNSW Business School Research Paper No. 2015 BFIN 05
Number of Pages in PDF File: 30
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Kang, Boda
University of York - Department of Mathematics
Nikitopoulos Sklibosios, Christina
University of Technology, Sydney - Faculty of Business
To, Thuy Duong
University of New South Wales, Sydney
Posted:
13 Jun 15
49
(261,269)
 

7.   Incl. Electronic Paper
Nikitopoulos Sklibosios, Christina
University of Technology, Sydney - Faculty of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
27 Oct 12
Last Revised:
29 Oct 12
24
(337,031)
 

8.  
Alternative Defaultable Term Structure Models | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre Research Paper No. 242
Number of Pages in PDF File: 33
Bruti-Liberati, Nicola
affiliation not provided to SSRN
Nikitopoulos Sklibosios, Christina
University of Technology, Sydney - Faculty of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Schlogl, Erik
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
13 Nov 12
23
(341,255)
 


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