| The econometric modelling of financial time series TC Mills, RN Markellos Cambridge university press, 2008 | 1642 | 2008 |
| Information demand and stock market volatility N Vlastakis, RN Markellos Journal of Banking & Finance 36 (6), 1808-1821, 2012 | 642 | 2012 |
| Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme G Daskalakis, D Psychoyios, RN Markellos Journal of Banking & Finance 33 (7), 1230-1241, 2009 | 628 | 2009 |
| Are the European carbon markets efficient G Daskalakis, RN Markellos Review of futures markets 17 (2), 103-128, 2008 | 215 | 2008 |
| Evaluating public transport efficiency with neural network models Á Costa, RN Markellos Transportation Research Part C: Emerging Technologies 5 (5), 301-312, 1997 | 185 | 1997 |
| Seasonality in the Athens stock exchange TC Mills, C Siriopoulos, RN Markellos, D Harizanis Applied Financial Economics 10 (2), 137-142, 2000 | 146 | 2000 |
| 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 |
| Does the weather affect stock market volatility? L Symeonidis, G Daskalakis, RN Markellos Finance Research Letters 7 (4), 214-223, 2010 | 137 | 2010 |
| Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext G Daskalakis, RN Markellos Energy Policy 37 (7), 2594-2604, 2009 | 127 | 2009 |
| 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 |
| Wine price risk management: International diversification and derivative instruments A Kourtis, RN Markellos, D Psychoyios International Review of Financial Analysis 22, 30-37, 2012 | 63 | 2012 |
| An international comparison of implied, realized, and GARCH volatility forecasts A Kourtis, RN Markellos, L Symeonidis Journal of Futures Markets 36 (12), 1164-1193, 2016 | 57 | 2016 |
| Modeling CO2 emission allowance prices and derivatives: evidence from the EEX G Daskalakis, D Psychoyios, RN Markellos June [online], Available from http://ssrn. com/abstract 912420, 2006 | 41 | 2006 |
| Diversification benefits in the smaller European stock markets RN Markellos, C Siriopoulos International Advances in Economic Research 3 (2), 142-153, 1997 | 37 | 1997 |
| Sovereign debt markets in light of the shadow economy RN Markellos, D Psychoyios, F Schneider European Journal of Operational Research 252 (1), 220-231, 2016 | 33 | 2016 |
| Optimal price setting in fixed‐odds betting markets under information uncertainty V Makropoulou, RN Markellos Scottish Journal of Political Economy 58 (4), 519-536, 2011 | 25 | 2011 |
| 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 |
| Applications of artificial neural networks in emerging financial markets C Siriopoulos, R Markellos, K Sirlantzis World Scientific, 1996 | 23 | 1996 |
| Optimal hedge ratio estimation and effectiveness using ARCD E Kostika, RN Markellos Journal of Forecasting 32 (1), 41-50, 2013 | 22 | 2013 |
Terence MillsProfessor of Applied Statistics and Econometrics, Loughborough UniversityEmail verificata su lboro.ac.uk
