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Costas Euripides Vorlow

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This is information that was supplied by Costas Vorlow in registering through RePEc. If you are Costas Euripides Vorlow , 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: Costas
Middle Name: Euripides
Last Name: Vorlow
Suffix:

RePEc Short-ID: pvo9

Email:
Homepage: http://www.vorlow.com
Postal Address:
Phone: +30-6937755605

Affiliation

IMAR (IMAR)
Homepage: http://www.imarfinance.com
Location: Athens

Works

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Working papers

  1. Catherine Kyrtsou & Costas Vorlow, 2008. "Modelling non-linear comovements between time series," Working Papers 2008_01, Durham University Business School.
  2. Alexandros Leontitsis & Constantinos E. Vorlow, 2005. "Accounting for outliers and calendar effects in surrogate simulations of stock return sequences," Papers physics/0504187, arXiv.org.
  3. Constantinos VORLOW & Antonios ANTONIOU & Catherine KYRTSOU, 2004. "Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series," Computing in Economics and Finance 2004 27, Society for Computational Economics.
  4. Antonios Antoniou & Constantinos E. Vorlow, 2004. "Price Clustering and Discreteness: Is there Chaos behind the Noise?," Papers cond-mat/0407471, arXiv.org.
  5. Constantinos E. Vorlow, 2004. "Stock Price Clustering and Discreteness: The "Compass Rose" and Predictability," Papers cond-mat/0408013, arXiv.org.

Articles

  1. Kyrtsou, Catherine & Vorlow, Costas, 2009. "Modelling non-linear comovements between time series," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 200-211, March.
  2. Vorlow, Constantinos E., 2006. "M. Benoit and R.L. Hudson, The (Mis)Behavior of Markets: A Fractal View of Risk, Ruin and Reward, Basic Books, New York (2004) (xxiv + 328 pp., $27.50, ISBN 0-465-04355-0)," Journal of Economic Behavior & Organization, Elsevier, vol. 61(3), pages 513-515, November.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2004-08-16. Author is listed

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