Dr. Dimitrios Vortelinos

University of Lincoln, UK

Email: dvortelinos@lincoln.ac.uk

Qualifications

2009 Ph.D., University of Peloponnese, Greece

2004 M.Sc., City University, London, UK

Publications (Selected)

1. Vortelinos D: Non-parametric analysis of equity arbitrage. International Review of Economics and Finance, 2014; 33: 199-216.
2. Vortelinos D: Optimally sampled realized range-based volatility estimation. Research in International Business and Finance, 2014; 30: 34-50.
3. Vortelinos D, Thomakos, D: Nonparametric realized volatility estimation in the international equity markets. International Review of Financial Analysis, 2013; 28:34-45.
4. Vortelinos D: Portfolio analysis of intraday covariance matrix in the Greek equity market. Research in International Business and Finance, 2013; 27: 66-79.
5. Vortelinos D: Realized volatility and jumps in the Athens stock exchange. Applied Financial Economics, 2012; 22: 97-112.
6. Vortelinos D: The properties of realized correlation: Evidence from the French, German and Greek equity markets: Quarterly Review of Economics and Finance, 2010; 5: 273-290.