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Dimitrios Vortelinos

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Personal Details

First Name: Dimitrios
Middle Name:
Last Name: Vortelinos
Suffix:

RePEc Short-ID: pvo175

Email:
Homepage: http://staff.lincoln.ac.uk/dvortelinos
Postal Address:
Phone:

Affiliation

(89%) UNIVERSITY OF LINCOLN
Homepage: http://www.lincoln.ac.uk/home/
Location: LINCOLN, UK
(11%) Rimini Centre for Economic Analysis (RCEA)
Location: Rimini, Italy
Homepage: http://www.rcfea.org/
Email:
Phone: +390541434142
Fax: +39054155431
Postal: Via Patara, 3, 47921 Rimini (RN)
Handle: RePEc:edi:rcfeait (more details at EDIRC)

Works

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Working papers

  1. Dimitrios Vortelinos, 2009. "Modeling Volatility & Jumps in the Athens Stock Exchange," Working Papers 00043, University of Peloponnese, Department of Economics.
  2. Dimitrios Vortelinos, 2009. "The Economic Value of Volatility Timing in the Athens Stock Exchange," Working Papers 00046, University of Peloponnese, Department of Economics.
  3. Dimitrios Vortelinos & Dimitrios Thomakos, 2009. "Economic Value of Realized Covariance Forecasts: The European Case," Working Papers 00042, University of Peloponnese, Department of Economics.
  4. Dimitrios Vortelinos & Dimitrios Thomakos, 2009. "Realized Volatility and Jumps in the Athens Stock Exchange," Working Papers 00044, University of Peloponnese, Department of Economics.
  5. Dimitrios Vortelinos, 2009. "The Properties of Realized Correlation: Evidence From the Greek Equity Market," Working Papers 00045, University of Peloponnese, Department of Economics.

Articles

  1. Vortelinos, Dimitrios I., 2014. "Optimally sampled realized range-based volatility estimators," Research in International Business and Finance, Elsevier, vol. 30(C), pages 34-50.
  2. Vortelinos, Dimitrios I., 2013. "Portfolio analysis of intraday covariance matrix in the Greek equity market," Research in International Business and Finance, Elsevier, vol. 27(1), pages 66-79.
  3. Vortelinos, Dimitrios I. & Thomakos, Dimitrios D., 2013. "Nonparametric realized volatility estimation in the international equity markets," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 34-45.
  4. Dimitrios I. Vortelinos & Dimitrios D. Thomakos, 2012. "Realized volatility and jumps in the Athens Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 22(2), pages 97-112, January.
  5. Vortelinos, Dimitrios I., 2010. "The properties of realized correlation: Evidence from the French, German and Greek equity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(3), pages 273-290, August.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2009-11-21
  2. NEP-FMK: Financial Markets (2) 2009-11-21 2009-11-21. Author is listed
  3. NEP-FOR: Forecasting (1) 2009-11-21
  4. NEP-MST: Market Microstructure (4) 2009-11-21 2009-11-21 2009-11-21 2009-11-21. Author is listed

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