Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Dimitrios Karyampas"'
Autor:
Luca Andriani, Dimitrios Karyampas
Publikováno v:
Revista Debates, Vol 9, Iss 2, Pp 77-113 (2015)
The paper investigates the relationship between social capital and the standard living of the Italian households based on poverty and social exclusion. The analysis is developed at the regional level through cross-sections based in the year 2002 and
Externí odkaz:
https://doaj.org/article/e0444788ffee4012948281b74a4043d5
Autor:
Dimitrios Karyampas, Nick Baltas
Publikováno v:
Journal of Financial Markets. 38:83-102
Asset allocation is critically dependent on the ability to forecast the equity risk premium (ERP) out-of-sample. But, is superior econometric predictability across the business cycle synonymous with predictability at all times? We evaluate recently i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7bfc42b41296869f3ab87522153f96be
https://doi.org/10.1016/j.finmar.2017.11.002
https://doi.org/10.1016/j.finmar.2017.11.002
Autor:
Álvaro Cartea, Dimitrios Karyampas
Publikováno v:
Applied Mathematical Finance. 19:535-552
We test the performance of different volatility estimators that have recently been proposed in the literature and have been designed to deal with problems arising when ultra high-frequency data are employed: microstructure noise and price discontinui
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9e7e14f4633bcc04cf8d25b0126878c5
https://doi.org/10.1080/1350486x.2011.646513
https://doi.org/10.1080/1350486x.2011.646513
Autor:
Dimitrios Karyampas, Petros Theodorou
Publikováno v:
Energy Policy. 36:2601-2609
Traditional cost based optimization models (WASP) for expansion planning do not allow for mark-to-market valuation and cannot satisfy arbitrage free requirements. This work will fill this gap by developing and estimating models for mark-to-market val
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::962bf819fae4bb2b0491e896ca65b09a
https://doi.org/10.1016/j.enpol.2008.03.009
https://doi.org/10.1016/j.enpol.2008.03.009
Autor:
Nick Baltas, Dimitrios Karyampas
Publikováno v:
SSRN Electronic Journal.
Recent academic advances in predicting the market equity risk premium (ERP) employ constraints motivated by economic theory in order to generate non-negative ERP forecasts. We show that the improved accuracy of these constrained models is primarily d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8b9eb1a80f9673a4a3543e1aaef17c83
https://doi.org/10.2139/ssrn.2717706
https://doi.org/10.2139/ssrn.2717706
Autor:
Dimitrios Karyampas, Luca Andriani
Publikováno v:
Revista Debates; v. 9, n. 2 (2015): Capital Social e Democracia em Democracias Emergentes. Outras abordagens teórico metodológicas.; 77-113
O artigo investiga a relação entre capital social e o padrão de vida das famílias italianas, baseando-se na pobreza e na exclusão social. A análise é desenvolvida em um nível regional, através de corte transversal dos anos de 2002 e 2003. Os
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f537f21824073dc4774e36f72094f685
http://seer.ufrgs.br/debates/article/view/57556
http://seer.ufrgs.br/debates/article/view/57556
Autor:
Dimitrios Karyampas, Paola Paiardini
We use the new procedure developed by Easley et al. to estimate the Probability of Informed Trading (PIN), based on the volume imbalance: Volume-Synchronized Probability of Informed Trading (VPIN). Unlike the previous method, this one does not requir
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::609bd8bfd8548d7ac41dd7452b679b37
http://www.bbk.ac.uk/ems/research/wp/2011/PDFs/BWPEF1101.pdf
http://www.bbk.ac.uk/ems/research/wp/2011/PDFs/BWPEF1101.pdf
Autor:
Petros Theodorou, Dimitrios Karyampas
Information technology has been proved to be a strategic weapon in the business armory for the creation and sustention of competitive advantage, especially, when it is aligned with the needs of the internal and external environment. Solutions are pro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::83345eee25a91b5a1fae1987b45516b5
https://doi.org/10.4018/978-1-60566-677-8.ch131
https://doi.org/10.4018/978-1-60566-677-8.ch131
Autor:
Dimitrios Karyampas, Álvaro Cartea
Publikováno v:
SSRN Electronic Journal.
Using high frequency data for the price dynamics of equities we measure the impact that market microstructure noise has on estimates of the: (i) volatility of returns; and (ii) variance–covariance matrix of n assets. We propose a Kalman-filter-base
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2cc609eddd3f2d7bcfe142343b3120ef
https://doi.org/10.2139/ssrn.1340418
https://doi.org/10.2139/ssrn.1340418
Autor:
Luca Andriani, Dimitrios Karyampas
In the last 20 years, social capital, has been evoked in several field of social science research and used to explain a vast range of phenomena: political participation, institution performance, corruption, economic success of countries and so on. Un
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::4df3bf9299db4423b7a97cfa6ab17d56
http://www.bbk.ac.uk/ems/research/wp/PDF/BWPEF0903.pdf
http://www.bbk.ac.uk/ems/research/wp/PDF/BWPEF0903.pdf