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Information about:
George A. Christodoulakis

Personal Details | Affiliation | Works
This is information that was supplied by George Christodoulakis in registering through RePEc. If you are George A. Christodoulakis , 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.

Other registered authors

Personal Details

First Name: George
Middle Name: A.
Last Name: Christodoulakis
Suffix:

RePEc Short-ID: pch290

Email:
Homepage: http://www.mbs.ac.uk
Postal Address: Manchester Business School University of Manchester Manchester M15 6PB, UK
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | 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

  1. George A. Christodoulakis & Emmanuel C. Mamatzakis, 2009. "Labour Market Dynamics in EU: a Bayesian Markov Chain Approach," Discussion Paper Series 2009_07, Department of Economics, University of Macedonia, revised Apr 2009. [Downloadable!]

  2. George Christodoulakis & Emmanuel Mamatzakis, 2008. "Asymmetries in the sport-forward G10 exchange rates: an answer to an old puzzle?," Discussion Paper Series 2008_12, Department of Economics, University of Macedonia, revised Sep 2008. [Downloadable!]

  3. George A. Christodoulakis & Stephen E Satchell, 2006. "Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility," Working Papers 32, Bank of Greece. [Downloadable!]

  4. George A. Christodoulakis, 2005. "The European Union GDP Forecast Rationality under Asymmetric Preferences," Working Papers 30, Bank of Greece. [Downloadable!]

  5. George Christodoulakis, 2002. "Sharp Style Analysis in the MSCI Sector Portfolios: A Monte Caro Integration Approach," Working Papers wp02-06, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]

  6. Steve Satchell & George Christodoulakis, 2002. "On th Evolution of Global Style Factors in the MSCI Universe of Assets," Working Papers wp02-07, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]

  7. George Christodoulakis, 2001. "Co-Volatility and Correlation Clustering: A Multivariate Correlated ARCH Framework," Working Papers wp01-05, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]

  8. Steve Satchell & George A. Christodoulakis, 2000. "Evolving Systems of Financial Returns: Auto-Regressive Conditional Beta," Working Papers wp00-02, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]

  9. Christodoulakis, G.A. & Satchell, S.E., 1998. "Forecasting (LOG) Volatility Models," Discussion Papers 98/14, University of Exeter, School of Business and Economics.

  10. Stephen Satchell & George Christodoulakis, 1996. "The Simulation of Option Prices with Application to LIFFE Options on Futures," Archive Working Papers 007, Birkbeck, The Institute for Financial Research.
    Published as:

Articles

  1. G. A. Christodoulakis & E. C. Mamatzakis, 2009. "Assessing the prudence of economic forecasts in the EU," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 583-606. [Downloadable!]

  2. George A. Christodoulakis & Emmanuel C. Mamatzakis, 2008. "An assessment of the EU growth forecasts under asymmetric preferences," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(6), pages 483-492. [Downloadable!]

  3. George A. Christodoulakis, 2008. "Asymmetric rotation of risk factors in a global portfolio," Journal of Risk Finance, Emerald Group Publishing, vol. 9(4), pages 391-403, August. [Downloadable!] (restricted)

  4. Christodoulakis, George A., 2007. "Common volatility and correlation clustering in asset returns," European Journal of Operational Research, Elsevier, vol. 182(3), pages 1263-1284, November. [Downloadable!] (restricted)

  5. Christodoulakis, George & Peel, David, 2006. "The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class," Finance Research Letters, Elsevier, vol. 3(4), pages 273-276, December. [Downloadable!] (restricted)

  6. George Christodoulakis, 2006. "Generalised Rational Bias in Financial Forecasts," Annals of Finance, Springer, vol. 2(4), pages 397-405, October. [Downloadable!] (restricted)

  7. Christodoulakis, George A., 2005. "Financial forecasts in the presence of asymmetric loss aversion, skewness and excess kurtosis," Finance Research Letters, Elsevier, vol. 2(4), pages 227-233, December. [Downloadable!] (restricted)

  8. Christodoulakis, George A. & Satchell, Stephen E., 2002. "Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns," European Journal of Operational Research, Elsevier, vol. 139(2), pages 351-370, June. [Downloadable!] (restricted)

  9. Christodoulakis, George A. & Satchell, Stephen E., 1999. "The simulation of option prices with application to LIFFE options on futures," European Journal of Operational Research, Elsevier, vol. 114(2), pages 249-262, April. [Downloadable!] (restricted)
    Other versions:

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2006-11-18 2009-04-13 Author is listed
  2. NEP-EEC: European Economics (1) 2009-04-13 Author is listed
  3. NEP-FOR: Forecasting (1) 2006-11-18 Author is listed
  4. NEP-IFN: International Finance (1) 2008-09-29 Author is listed
  5. NEP-LAB: Labour Economics (1) 2009-04-13 Author is listed
  6. NEP-MAC: Macroeconomics (2) 2006-11-18 2008-09-29 Author is listed
  7. NEP-ORE: Operations Research (1) 2009-04-13 Author is listed
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This page was last updated on 2009-11-10.

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