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)
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Vortelinos D: Non-parametric analysis
of equity arbitrage. International Review of Economics and Finance, 2014; 33:
199-216.
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Vortelinos D: Optimally sampled
realized range-based volatility estimation. Research in International Business
and Finance, 2014; 30: 34-50.
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Vortelinos D, Thomakos, D: Nonparametric
realized volatility estimation in the international equity markets. International
Review of Financial Analysis, 2013; 28:34-45.
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Vortelinos D: Portfolio analysis of
intraday covariance matrix in the Greek equity market. Research in
International Business and Finance, 2013; 27: 66-79.
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Vortelinos D: Realized volatility and
jumps in the Athens stock exchange. Applied Financial Economics, 2012; 22:
97-112.
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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.