Dimitrios Vortelinos
Dimitrios Vortelinos
Assistant Professor in Accounting & Finance, Hellenic Mediterranean University
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Cited by
Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH
DI Vortelinos
Research in international business and finance 39, 824-839, 2017
Integration and risk contagion in financial crises: Evidence from international stock markets
K Gkillas, A Tsagkanos, DI Vortelinos
Journal of Business Research 104, 350-365, 2019
The impact of political risk on return, volatility and discontinuity: Evidence from the international stock and foreign exchange markets
DI Vortelinos, S Saha
Finance Research Letters 17, 222-226, 2016
The properties of realized volatility and realized correlation: Evidence from the Indian stock market
K Gkillas, DI Vortelinos, S Saha
Physica A: Statistical Mechanics and its Applications 492, 343-359, 2018
The Effect of Macro News on Volatility and Jumps.
DI Vortelinos
Annals of Economics & Finance 16 (2), 2015
Asymmetries in the African financial markets
K Gkillas, DI Vortelinos, T Suleman
Journal of Multinational Financial Management 45, 72-87, 2018
Optimally sampled realized range-based volatility estimators
DI Vortelinos
Research in International Business and Finance 30, 34-50, 2014
Greek sovereign crisis and European exchange rates: effects of news releases and their providers
K Gkillas, D Vortelinos, C Floros, A Garefalakis, N Sariannidis
Annals of Operations Research 294, 515-536, 2020
The properties of realized correlation: Evidence from the French, German and Greek equity markets
DI Vortelinos
The Quarterly Review of Economics and Finance 50 (3), 273-290, 2010
Day-of-the-week effect and spread determinants: Some international evidence from equity markets
K Gkillas, DI Vortelinos, V Babalos, ME Wohar
International Review of Economics & Finance 71, 268-288, 2021
Realized volatility and jumps in the Athens Stock Exchange
DI Vortelinos, DD Thomakos
Applied Financial Economics 22 (2), 97-112, 2012
Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets
DI Vortelinos, A Koulakiotis, A Tsagkanos
Research in International Business and Finance 39, 150-168, 2017
Performance ranking (dis) similarities in commodity markets
H Zhang, BR Auer, DI Vortelinos
Global finance journal 35, 115-137, 2018
Does corruption facilitate growth? A cross-national study in a non-linear framework
S Saha, G Mallik, D Vortelinos
South Asian Journal of Macroeconomics and Public Finance 6 (2), 178-193, 2017
Portfolio analysis of intraday covariance matrix in the Greek equity market
DI Vortelinos
Research in International Business and Finance 27 (1), 66-79, 2013
Realized correlation analysis of contagion
DI Vortelinos
The Quarterly Review of Economics and Finance 60, 138-148, 2016
Nonparametric realized volatility estimation in the international equity markets
DI Vortelinos, DD Thomakos
International Review of Financial Analysis 28, 34-45, 2013
Reaction of EU stock markets to ECB policy interventions
DI Vortelinos, K Gkillas
International Journal of Banking, Accounting and Finance 10 (1), 39-66, 2019
Uncertainty and volatility jumps in the pound-dollar exchange rate: evidence from over one century of data
K Gkillas, R Gupta, D Vortelinos
University of Pretoria, Department of Economics Working Papers, 2018
Evaluation of the Federal Reserve's financial-crisis timeline
DI Vortelinos
International Review of Financial Analysis 45, 350-355, 2016
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