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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.