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Information about:
Kyriakos Chourdakis

Personal Details | Affiliation | Works

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

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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

(in no particular order)

Department of Accountancy, Finance and Information Systems
College of Business and Economics
University of Canterbury
Location: Christchurch, New Zealand
Homepage: http://www.afis.canterbury.ac.nz/
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Handle: RePEc:edi:dfcannz (registered authors at this institution)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

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, Department of Economics. [Downloadable!]
Kyriakos Chourdakis & Elias Tzavalis, 2000. "Option Pricing under Discrete Shifts in Stock Returns," Working Papers 426, Queen Mary, University of London, Department of Economics. [Downloadable!]
Kyriakos Chourdakis, 2000. "Stochastic Volatility and Jumps Driven by Continuous Time Markov Chains," Working Papers 430, Queen Mary, University of London, Department of Economics. [Downloadable!]
Kyriakos Chourdakis & Elias Tzavalis, 2000. "Option Pricing with a Dividend General Equilibrium Model," Working Papers 425, Queen Mary, University of London, Department of Economics. [Downloadable!]

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CFN: Corporate Finance (1) 2002-12-02 Author is listed
NEP-ECM: Econometrics (1) 2002-12-10 Author is listed
NEP-ETS: Econometric Time Series (1) 2002-12-02 Author is listed
NEP-FIN: Finance (2) 2001-02-21 2001-02-21 Author is listed
NEP-FMK: Financial Markets (2) 2000-12-19 2000-12-19 Author is listed

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This page was last updated on 2009-11-21.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.