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Information about:
George Skiadopoulos

Personal Details | Affiliation | Works
This is information that was supplied by George Skiadopoulos in registering through RePEc. If you are George Skiadopoulos , 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: George
Middle Name:
Last Name: Skiadopoulos
Suffix:

RePEc Short-ID: psk19

Email: [This author has chosen not to make the email address public]
Homepage: http://web.xrh.unipi.gr/faculty/gskiadopoulos/
Postal Address: George Skiadopoulos, Assistant Professor, Department of Banking and Financial Management, University of Piraeus, Karaoli & Dimitriou 80, Piraeus 18534, Greece
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Affiliation

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Works

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Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Articles

  1. Chantziara, Thalia & Skiadopoulos, George, 2008. "Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets," Energy Economics, Elsevier, vol. 30(3), pages 962-985, May. [Downloadable!] (restricted)

  2. Timotheos Angelidis & George Skiadopoulos, 2008. "MEASURING THE MARKET RISK OF FREIGHT RATES: Measuring the Market Risk of Freight Rates A VALUE-AT-RISK APPROACH," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(05), pages 447-469. [Downloadable!] (restricted)

  3. Dotsis, George & Psychoyios, Dimitris & Skiadopoulos, George, 2007. "An empirical comparison of continuous-time models of implied volatility indices," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3584-3603, December. [Downloadable!] (restricted)

  4. Charilaos E. Linaras & George Skiadopoulos, 2005. "IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: Implied Volatility Trees and Pricing Performance EVIDENCE FROM THE S&P 100 OPTIONS," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(08), pages 1085-1106. [Downloadable!] (restricted)

  5. Panigirtzoglou, Nikolaos & Skiadopoulos, George, 2004. "A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1499-1520, July. [Downloadable!] (restricted)

  6. George Skiadopoulos, 2004. "The Greek implied volatility index: construction and properties," Applied Financial Economics, Taylor and Francis Journals, vol. 14(16), pages 1187-1196, November. [Downloadable!] (restricted)

  7. George Skiadopoulos & Stewart Hodges & Les Clewlow, 2000. "The Dynamics of the S&P 500 Implied Volatility Surface," Review of Derivatives Research, Springer, vol. 3(3), pages 263-282, October. [Downloadable!] (restricted)

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This page was last updated on 2008-10-6.

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