Article

Gkillas, Konstantinos, Vortelinos, Dimitrios and Saha, Shrabani (2018) The properties of realized volatility and realized correlation: evidence from the Indian stock market. Physica A: Statistical Mechanics and its Applications, 492 . pp. 343-359. ISSN 0378-4371

Zhang, Hanxiong, Auer, Benjamin R. and Vortelinos, Dimitrios I. (2018) Performance ranking (dis)similarities in commodity markets. Global Finance Journal, 35 . pp. 115-137. ISSN 1044-0283

Vortelinos, Dimitrios I. (2016) Realized correlation analysis of contagion. The Quarterly Review of Economics and Finance, 60 . pp. 138-148. ISSN 1062-9769

Vortelinos, Dimitrios and Gkillas, Konstantinos (2016) The effect of the European economic news releases to the US financial markets in the crisis period. Investment Management and Financial Innovations, 13 (4). pp. 33-57. ISSN 1812-9358

Vortelinos, Dimitrios (2014) Non-parametric analysis of equity arbitrage. International Review of Economics and Finance, 33 . pp. 199-216. ISSN 1059-0560

Conference or Workshop contribution

Vortelinos, Dimitrios and Saha, Shrabani (2017) Realized volatility and correlation in the Indian stock market. In: American Economic Association Conference, 6 - 8 Jan 2017, Chicago, USA.