Information about:
George A. Christodoulakis

Other registered authors

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

Affiliation

• Manchester Business School
  University of Manchester

  Location: Manchester, United Kingdom
  Homepage: http://www.mbs.ac.uk/
  Email:
  Phone: +44 (0) 161 275 6333
  Fax:
  Postal: Booth Street West, Manchester, M15 6PB
  Handle: RePEc:edi:bsmanuk (registered authors at this institution)

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:
    • 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)

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, 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)

3. 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!]

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:
   • 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.

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

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