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Jump to: Econometric Reviews | Energy Policy | Journal of Banking & Finance

Number of items: 3.

Econometric Reviews

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.

Energy Policy

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.

Journal of Banking & Finance

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.

This list was generated on Sat Nov 30 06:16:07 2024 GMT.