Raphael N. Markellos
University of East Anglia(GB)
Publications by Year
Research Areas
Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Market Dynamics and Volatility, Stochastic processes and financial applications, Complex Systems and Time Series Analysis
Most-Cited Works
- → Information demand and stock market volatility(2012)503 cited
- → Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme(2009)427 cited
- → The Econometric Modelling of Financial Time Series(2008)180 cited
- → Evaluating public transport efficiency with neural network models(1997)131 cited
- → How efficient is the European football betting market? Evidence from arbitrage and trading strategies(2008)98 cited
- → Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix(2012)90 cited
- → Seasonality in the Athens stock exchange(2000)