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George Dotsis

George Dotsis

National and Kapodistrian University of Athens - Athens / Greece
Economics & Econometrics / Economics
AD Scientific Index ID: 1841963
Εθνικού και Καποδιστριακού Πανεπιστημίου Αθηνών
person_outline George Dotsis's MOST POPULAR ARTICLES
1-) How efficient is the European football betting market? Evidence from arbitrage and trading strategies Journal of Forecasting 28 (5), 426-444, 2009
2-) An empirical comparison of continuous-time models of implied volatility indices Journal of Banking & Finance 31 (12), 3584-3603, 2007
3-) Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix Journal of Banking & Finance 36 (9), 2522-2531, 2012
4-) A jump diffusion model for VIX volatility options and futures Review of Quantitative Finance and Accounting 35 (3), 245-269, 2010
5-) Maximum likelihood estimation of non-affine volatility processes Journal of Empirical Finance 18 (3), 533-545, 2011