| How efficient is the European football betting market? Evidence from arbitrage and trading strategies N Vlastakis, G Dotsis, RN Markellos Journal of Forecasting 28 (5), 426-444, 2009 | 144 | 2009 |
| An empirical comparison of continuous-time models of implied volatility indices G Dotsis, D Psychoyios, G Skiadopoulos Journal of Banking & Finance 31 (12), 3584-3603, 2007 | 135 | 2007 |
| Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix A Kourtis, G Dotsis, RN Markellos Journal of Banking & Finance 36 (9), 2522-2531, 2012 | 119 | 2012 |
| A jump diffusion model for VIX volatility options and futures D Psychoyios, G Dotsis, RN Markellos Review of Quantitative Finance and Accounting 35, 245-269, 2010 | 85 | 2010 |
| Maximum likelihood estimation of non-affine volatility processes K Chourdakis, G Dotsis Journal of Empirical Finance 18 (3), 533-545, 2011 | 39 | 2011 |
| Volatility forecasting and time‐varying variance risk premiums in grains commodity markets A Triantafyllou, G Dotsis, AH Sarris Journal of Agricultural Economics 66 (2), 329-357, 2015 | 29 | 2015 |
| Nonlinear modelling of European football scores using support vector machines N Vlastakis, G Dotsis, RN Markellos Economics of Betting Markets, 104-111, 2013 | 24 | 2013 |
| Investor sentiment and value and growth stock index options J Coakley, G Dotsis, X Liu, J Zhai The European Journal of Finance 20 (12), 1211-1229, 2014 | 21 | 2014 |
| Assessing the vulnerability to price spikes in agricultural commodity markets A Triantafyllou, G Dotsis, A Sarris Journal of Agricultural Economics 71 (3), 631-651, 2020 | 17 | 2020 |
| Option-implied expectations in commodity markets and monetary policy A Triantafyllou, G Dotsis Journal of International Money and Finance 77, 1-17, 2017 | 16 | 2017 |
| The finite sample properties of the GARCH option pricing model G Dotsis, RN Markellos Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007 | 14 | 2007 |
| The Competitiveness of the European ICT Industry D Psychoyios, G Dotsis Review of Economic Analysis 10 (1), 97-119, 2018 | 11 | 2018 |
| Corridor volatility risk and expected returns G Dotsis, N Vlastakis Journal of Futures Markets 36 (5), 488-505, 2016 | 9 | 2016 |
| The market price of risk of the variance term structure G Dotsis Journal of Banking & Finance 84, 41-52, 2017 | 7 | 2017 |
| Bubble tests in the London housing market: A borough level analysis P Petris, G Dotsis, P Alexakis International Journal of Finance & Economics 27 (1), 1044-1063, 2022 | 6 | 2022 |
| International evidence on the determinants of domestic sovereign debt bank holdings DK Chronopoulos, G Dotsis, NT Milonas Journal of Financial Services Research 58 (2), 143-160, 2020 | 6 | 2020 |
| Investment under uncertainty and volatility estimation risk G Dotsis, V Makropoulou, RN Markellos Applied Economics Letters 19 (2), 133-137, 2012 | 6 | 2012 |
| Maximum likelihood estimation and dynamic asset allocation with non-affine volatility processes K Chourdakis, G Dotsis Available at SSRN 1343691, 2009 | 5 | 2009 |
| The Timing of Environmental Policies in the Presence of Extreme Events. Real Options: Theory Meets Practice G Dotsis, V Makropoulou 9th Annual International Conference, Paris, France, 2005 | 5 | 2005 |
| Implied Volatility Processes: Evidence from the Volatility Derivatives Markets G Dotsis, D Psychoyios, G Skiadopoulos Working Paper, 2005 | 5 | 2005 |
Raphael MarkellosNorwich Business School, University of East AngliaVerified email at uea.ac.uk
