Raphael Markellos

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• Estimation of Continuous-Time Stochastic Volatility Models

  Dotsis, G., Markellos, R-N. & Mills, T., 2007, Palgrave Handbook of Econometrics: Applied Econometrics. Mills, T. & Patterson, K. (eds.). Palgrave Macmillan, Vol. 2. p. 951-971 21 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

• Financial Economics, Non-linear Time Series in

  Markellos, R-N. & Mills, T., 2009, Encyclopedia of Complexity and Systems Science. Meyers, R. (ed.). Springer, Vol. LXXX. p. 3435-3448 14 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

• Nonlinear Cointegration using Lyapunov Stability Theory

  Markellos, R-N., 2011, Progress in Financial Markets Research. Kyrtsou, C. & Vorlow, C. (eds.). Nova Science Publishers, 2147483647 p. (Financial Institutions and Services).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter