Items where Author is "Kourtis, Apostolos"

Coakley, Jerry and Dotsis, George and Kourtis, Apostolos and Psychoyios, Dimitris (2022) The S&P 500 Index inclusion effect: Evidence from the options market. International Journal of Finance and Economics, 29 (1). pp. 1157-1171. DOI https://doi.org/10.1002/ijfe.2728

Symitsi, Efthymia and Symeonidis, Lazaros and Kourtis, Apostolos and Markellos, Raphael (2018) Covariance forecasting in equity markets. Journal of Banking & Finance, 96 (C). pp. 153-168. DOI https://doi.org/10.1016/j.jbankfin.2018.08.013

Kourtis, Apostolos and Markellos, Raphael N and Symeonidis, Lazaros (2016) An International Comparison of Implied, Realized, and GARCH Volatility Forecasts. Journal of Futures Markets, 36 (12). pp. 1164-1193. DOI https://doi.org/10.1002/fut.21792