.
Kondakis, Nick's
Scholarly Papers
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Aggregate Statistics
Total 871
Total Citations 1
1.
Thomaidis, Nikos S. University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory
Roumpis, Efthymios University of the Aegean
Kondakis, Nick NGSQ International, Ltd
Posted:
17 Jan 12
Last Revised:
31 Oct 12
542(22,869)
1
Fama and French Factors, Multivariate Models of Volatility, Constant Conditional Correlation, Dynamic Conditional Correlation, Mean-Variance Portfolio Optimisation
2.
Thomaidis, Nikos S. University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory
Kondakis, Nick NGSQ International, Ltd
Posted:
15 Jan 12
Last Revised:
24 Jan 12
329(43,248)
3.
Thomaidis, Nikos S. University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory
Kondakis, Nick NGSQ International, Ltd
Vassiliadis, Vassileios affiliation not provided to SSRN
Posted:
04 Feb 08
Last Revised:
08 Nov 11
intermaket linkages, returns transmission, VAR models, robustified causality and serial correlation tests, impulse response graphs
4.
Thomaidis, Nikos S. University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory
Kondakis, Nick NGSQ International, Ltd
Posted:
24 Mar 06
Last Revised:
08 Nov 11
Statistical arbitrage, Neural Networks, GARCH models
5.
Thomaidis, Nikos S. University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory
Dounias, George D. University of the Aegean - Department of Financial Engineering and Management
Kondakis, Nick NGSQ International, Ltd
Posted:
24 Mar 06
Last Revised:
22 Jun 11
Neural Networks, Volatility Forecasting, GARCH Models
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