Dr. Dimitrios
Vortelinos
Department of Accounting,
Economics and Finance
University of Lincoln,
UK
Email: dvortelinos@gmail.com, dvortelinos@lincoln.ac.uk
Qualifications
1997 Ph.D.,
University of Peloponnese, Greece (Financial Economics)
1988 M.Sc., City University
London, UK (Business Economics)
1987 BA, University
of Patras, Greece (Business Administration)
Publications (Selected)
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Vortelinos, D. (2014) "Non-parametric
analysis of equity arbitrage", International
Review of Economics and Finance, 33, pp. 199-216.
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Vortelinos, D. (2014) "Optimally sampled
realized range-based volatility estimation", Research
in International Business and Finance, 30, pp. 34-50.
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Vortelinos, D. and D.D. Thomakos (2013) "Nonparametric
realized volatility estimation in the international equity markets", International Review of Financial Analysis, 28,
pp. 34-45.
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Vortelinos, D. (2013) "Portfolio
analysis of intraday covariance matrix in the Greek equity market", Research in International Business and
Finance,
27, pp. 66-79.
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Vortelinos, D. and D.D. Thomakos (2012) "Realized
volatility and jumps in the Athens stock exchange", Applied Financial Economics, 22,
pp. 97-112.
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Vortelinos, D. (2010) "The properties of
realized correlation: Evidence from the French, German and Greek equity
market", Quarterly Review of
Economics and Finance, 5, pp. 273-290.
Profile Details
http://staff.lincoln.ac.uk/dvortelinos
dvortelinos@gmail.com, dvortelinos@lincoln.ac.uk
Last updated: 15-06-29