Zobrazeno 1 - 10
of 63
pro vyhledávání: '"CHARALAMBOUS, CHRIS"'
Autor:
Charalambous, Chris1 (AUTHOR), Martzoukos, Spiros H.2 (AUTHOR), Taoushianis, Zenon3 (AUTHOR) z.taoushianis@soton.ac.uk
Publikováno v:
Review of Quantitative Finance & Accounting. Jan2022, Vol. 58 Issue 1, p297-328. 32p.
Autor:
Charalambous, Chris1 (AUTHOR), Martzoukos, Spiros H.2 (AUTHOR), Taoushianis, Zenon3 (AUTHOR) z.taoushianis@soton.ac.uk
Publikováno v:
Quantitative Finance. Feb2020, Vol. 20 Issue 2, p329-346. 18p. 12 Charts, 2 Graphs.
Autor:
Andreou, Panayiotis benz@pandreou.com, Charalambous, Chris1 bachris@ucy.ac.cy, Martzoukos, Spiros1 baspiros@ucy.ac.cy
Publikováno v:
Review of Quantitative Finance & Accounting. Apr2014, Vol. 42 Issue 3, p373-397. 25p.
Publikováno v:
Review of quantitative finance and accounting, 2014, Vol.42(3), pp.373-397 [Peer Reviewed Journal]
Review of Quantitative Finance and Accounting
Review of Quantitative Finance and Accounting
This study examines several alternative symmetric and asymmetric model specifications of regression-based deterministic volatility models to identify the one that best characterizes the implied volatility functions of S&P 500 Index options in the per
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::124c8d7e84de7b49619b556583adc48a
https://doi.org/10.1007/s11156-013-0346-z
https://doi.org/10.1007/s11156-013-0346-z
Autor:
Charalambous, Chris1 bachris@ucy.ac.cy, Charitou, Andreas1 charitou@ucy.ac.cy, Kaourou, Froso1
Publikováno v:
Annals of Operations Research. 2000, Vol. 99 Issue 1-4, p403-425. 23p. 5 Diagrams, 3 Charts, 3 Graphs.
Autor:
Charalambous, Chris1 (AUTHOR) bachris@ucy.ac.cy, Christofides, Nicos2 (AUTHOR), Constantinide, Eleni D.1 (AUTHOR), Martzoukos, Spiros H.1 (AUTHOR)
Publikováno v:
Quantitative Finance. Aug2007, Vol. 7 Issue 4, p459-472. 14p. 3 Diagrams, 3 Charts, 3 Graphs.
Autor:
Charitou, Andreas1,2, Charalambous, Chris3
Publikováno v:
International Journal of Intelligent Systems in Accounting Finance & Management. Dec1996, Vol. 5 Issue 4, p199-215. 17p. 3 Diagrams, 5 Charts, 5 Graphs.
Publikováno v:
International Journal of Human Resource Management
This study uses the lens of Business Systems theory to explore the importance of geographic context on the link between human resource management and organizational performance. Basing the analysis on ‘HRM bundles of competitive advantage’, drawi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e13e60f535ad1254706d1135a77d96e2
https://doi.org/10.1080/09585191003783371
https://doi.org/10.1080/09585191003783371
Publikováno v:
European Journal of Operational Research
This is one of the first studies to utilize Kohonen’s self-organizing maps on flexible work arrangements (FWAs), employee turnover and absenteeism within different national contexts and an array of organizational factors. While the majority of FWAs
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::94ee517f840f53f2ee9a5caa38968745
https://doi.org/10.1016/j.ejor.2009.06.021
https://doi.org/10.1016/j.ejor.2009.06.021
Publikováno v:
Journal of Banking and Finance
We extend the benchmark nonlinear deterministic volatility regression functions of Dumas et al. (1998) to provide a semi-parametric method where an enhancement of the implied parameter values is used in the parametric option pricing models. Besides v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7df5f4530fdb35fc38ce0672429347a2
https://doi.org/10.1016/j.jbankfin.2009.08.027
https://doi.org/10.1016/j.jbankfin.2009.08.027