BIROn - Birkbeck Institutional Research Online
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    Number of items: 7.

    July 2008

    Theodorou, P. and Karyampas, Dimitrios (2008) Modeling the return and volatility of the Greek electricity marginal system price. Energy Policy 36 (7), pp. 2601-2609. ISSN 0301-4215.

    January 2009

    Andriani, Luca and Karyampas, Dimitrios (2009) A new proxy of social capital and the economic performance across the Italian regions. Working Paper. Birkbeck College, University of London, London, UK.

    October 2009

    Cartea, Alvaro and Karyampas, Dimitrios (2009) Volatility and covariation of financial assets: a high-frequency analysis. Working Paper. Birkbeck College, University of London, London, UK.

    February 2010

    Andriani, Luca and Karyampas, Dimitrios (2010) Social capital, poverty and social exclusion in Italy. Working Paper. Birkbeck College, University of London, London, UK.

    June 2011

    Karyampas, Dimitrios and Paiardini, Paola (2011) Probability of informed trading and volatility for an ETF. Working Paper. Birkbeck College, University of London, London, UK.

    December 2011

    Cartea, Alvaro and Karyampas, Dimitrios (2011) Volatility and covariation of financial assets: a high-frequency analysis. Journal of Banking & Finance 35 (12), pp. 3319-3334. ISSN 0378-4266.

    2016

    Cartea, Alvaro and Karyampas, Dimitrios (2016) The relationship between the volatility of returns and the number of jumps in financial markets. Econometric Reviews 35 (6), pp. 929-950. ISSN 0747-4938.

    This list was generated on Mon Feb 6 06:31:15 2023 GMT.