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Christina Sklibosios Nikitopoulos

SSRN Author Rank: 32,973 by Downloads and 39,919 by Citations

 

University of Technology Sydney - Business School


 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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. Christina Sklibosios Nikitopoulos's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
949
Total
Citations
4
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
Sklibosios Nikitopoulos, Christina
University of Technology Sydney - Business School
Schlogl, Erik
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
02 May 06
163
(132,607)
 

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
Sklibosios Nikitopoulos, Christina
University of Technology Sydney - Business School
Posted:
07 Oct 04
142
(152,869)
2

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
Sklibosios Nikitopoulos, Christina
University of Technology Sydney - Business School
To, Thuy Duong
University of New South Wales, Sydney
Posted:
09 Oct 12
97
(191,786)
 

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
Sklibosios Nikitopoulos, Christina
University of Technology Sydney - Business School
Posted:
22 Oct 10
89
(214,152)
2

5.  
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
Sklibosios Nikitopoulos, Christina
University of Technology Sydney - Business School
To, Thuy Duong
University of New South Wales, Sydney
Posted:
13 Jun 15
56
(209,657)
 

6.  
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
Sklibosios Nikitopoulos, Christina
University of Technology Sydney - Business School
Posted:
23 Oct 12
52
(283,111)
 

7.  
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
Sklibosios Nikitopoulos, Christina
University of Technology Sydney - Business School
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
25
(350,134)
 

8.   Incl. Electronic Paper
Sklibosios Nikitopoulos, Christina
University of Technology Sydney - Business School
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
27 Oct 12
Last Revised:
29 Oct 12
24
(383,167)
 

9.  
Cheng, Benjamin
University of Technology Sydney (UTS), UTS Business School, Students
Sklibosios Nikitopoulos, Christina
University of Technology Sydney - Business School
Schlogl, Erik
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
20 Sep 16
0
(365,649)
 

10.  
Cheng, Benjamin
University of Technology Sydney (UTS), UTS Business School, Students
Sklibosios Nikitopoulos, Christina
University of Technology Sydney - Business School
Schlogl, Erik
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
20 Sep 16
0
(357,645)
 

11.  
Sklibosios Nikitopoulos, Christina
University of Technology Sydney - Business School
Squires, Matthew
University of Technology Sydney (UTS)
Thorp, Susan
University of Sydney Business School
Yeung, Danny
University of Technology Sydney (UTS)
Posted:
14 Sep 16
0
(447,093)
 

12.  
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Sklibosios Nikitopoulos, Christina
University of Technology Sydney - Business School
Schlogl, Erik
University of Technology Sydney (UTS) - School of Finance and Economics
Yang, Hongang
University of Technology, Sydney - UTS Business School
Posted:
11 Feb 16
0
(269,311)
 

13.  
Cheng, Benjamin
University of Technology Sydney (UTS), UTS Business School, Students
Sklibosios Nikitopoulos, Christina
University of Technology Sydney - Business School
Schlogl, Erik
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
25 Jan 16
0
(317,877)
 

14.  
Cheng, Benjamin
University of Technology Sydney (UTS), UTS Business School, Students
Sklibosios Nikitopoulos, Christina
University of Technology Sydney - Business School
Schlogl, Erik
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
08 Jan 16
0
(271,575)
 


Records 1 - 14 of 14 matches
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