R
Raphael N. Markellos
9 works on record
Works

The econometric modelling of financial time series
Econometric Modelling of Financial Time Series
Econometric Modelling of Financial Time Series
2008
Nonlinear error-correction models in the Greek money market
Nonlinear error-correction models in the Greek money market
High-frequency random walks?
High-frequency random walks?
Diversification benefits in the smaller European stock markets
Diversification benefits in the smaller European stock markets
Nonlinearities and dynamics in finance
Nonlinearities and dynamics in finance
Nonlinear equilibrium dynamics
Nonlinear equilibrium dynamics
Bootstrap derivative asset pricing
Bootstrap derivative asset pricing
Robust estimation of nonlinear production frontiers and efficiency
Robust estimation of nonlinear production frontiers and efficiency