Concepedia
Statistics
Publications
13
Citations
562
H-Index
12
Active since
2007
Affiliations
University of Essex(Current)
Athens University of Economics and Business
National and Kapodistrian University of Athens
Loughborough University
University of Piraeus
George Dotsis is an author at University of Essex specializing in business, financial economics, and economics.
Publications per year
2007–2020
An empirical comparison of continuous-time models of implied volatility indices
George Dotsis, Dimitris Psychoyios, George Skiadopoulos · Journal of Banking & Finance · 2007 · 119 citations
Business, Economics, Finance +17
How efficient is the European football betting market? Evidence from arbitrage and trading strategies
Nikolaos Vlastakis, George Dotsis, Raphael N. Markellos · Journal of Forecasting · 2008 · 99 citations · Full text
Business, Business Economics, Economics +15
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix
Apostolos Kourtis, George Dotsis, Raphael N. Markellos · Journal of Banking & Finance · 2012 · 93 citations
Business, Finance, Financial Management +17
A jump diffusion model for VIX volatility options and futures
Dimitris Psychoyios, George Dotsis, Raphael N. Markellos · Review of Quantitative Finance and Accounting · 2009 · 72 citations
Business, Economics, Finance +14
Maximum likelihood estimation of non-affine volatility processes
Kyriakos Chourdakis, George Dotsis · Journal of Empirical Finance · 2010 · 31 citations
Business, Finance, Financial Econometrics +13
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