Raphael N. Markellos

• The econometric modelling of financial time series
• Bootstrap derivative asset pricing
• Diversification benefits in the smaller European stock markets
• Econometric Modelling of Financial Time Series
• High-frequency random walks?
• Nonlinear equilibrium dynamics
• Nonlinear error-correction models in the Greek money market
• Nonlinearities and dynamics in finance
• Robust estimation of nonlinear production frontiers and efficiency