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Kyriakos Chourdakis

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This is information that was supplied by Kyriakos Chourdakis in registering through RePEc. If you are Kyriakos Chourdakis , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Kyriakos
Middle Name:
Last Name: Chourdakis
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RePEc Short-ID: pch32

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Homepage: http://www.theponytail.net/
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Affiliation

Department of Accountancy and Information Systems
College of Business and Economics
University of Canterbury
Location: Christchurch, New Zealand
Homepage: http://www.acis.canterbury.ac.nz/
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Handle: RePEc:edi:dfcannz (more details at EDIRC)

Works

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Working papers

  1. Kyriakos Chourdakis, 2002. "Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps," Working Papers 464, Queen Mary, University of London, School of Economics and Finance.
  2. Kyriakos Chourdakis, 2000. "Stochastic Volatility and Jumps Driven by Continuous Time Markov Chains," Working Papers 430, Queen Mary, University of London, School of Economics and Finance.
  3. Kyriakos Chourdakis & Elias Tzavalis, 2000. "Option Pricing under Discrete Shifts in Stock Returns," Working Papers 426, Queen Mary, University of London, School of Economics and Finance.
  4. Kyriakos Chourdakis & Elias Tzavalis, 2000. "Option Pricing with a Dividend General Equilibrium Model," Working Papers 425, Queen Mary, University of London, School of Economics and Finance.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2002-12-02. Author is listed
  2. NEP-ECM: Econometrics (1) 2002-12-10. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2002-12-02. Author is listed
  4. NEP-FIN: Finance (2) 2001-02-21 2001-02-21. Author is listed
  5. NEP-FMK: Financial Markets (2) 2000-12-19 2000-12-19. Author is listed

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