Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns
GA Christodoulakis, SE Satchell - European Journal of Operational …, 2002 - Elsevier
Although the time variation of the conditional correlations of asset returns is a well established
stylized fact (and of crucial importance for efficient financial decisions) there is no explicit …
stylized fact (and of crucial importance for efficient financial decisions) there is no explicit …
[HTML][HTML] The smart-insole dataset: Gait analysis using wearable sensors with a focus on elderly and Parkinson's patients
…, V Skaramagkas, N Tachos, G Christodoulakis… - Sensors, 2021 - mdpi.com
Gait analysis is crucial for the detection and management of various neurological and
musculoskeletal disorders. The identification of gait events is valuable for enhancing gait analysis, …
musculoskeletal disorders. The identification of gait events is valuable for enhancing gait analysis, …
[HTML][HTML] A 3D-printed capacitive smart insole for plantar pressure monitoring
…, G Makris, S Spinthaki, G Christodoulakis… - Sensors, 2022 - mdpi.com
Gait analysis refers to the systematic study of human locomotion and finds numerous applications
in the fields of clinical monitoring, rehabilitation, sports science and robotics. Wearable …
in the fields of clinical monitoring, rehabilitation, sports science and robotics. Wearable …
[BOOK][B] The analytics of risk model validation
GA Christodoulakis, S Satchell - 2007 - books.google.com
… Dr George Christodoulakis is an expert in quantitative finance, focusing on financial theory
and the … Dr Christodoulakis has been a member of the faculty at Cass Business School City …
and the … Dr Christodoulakis has been a member of the faculty at Cass Business School City …
Assessing the prudence of economic forecasts in the EU
GA Christodoulakis… - Journal of Applied …, 2009 - Wiley Online Library
We estimate the EU Commission loss preferences for major economic forecasts of 12 Member
States. Based on a recently proposed method by Elliott, Komunjer and Timmermann (2005…
States. Based on a recently proposed method by Elliott, Komunjer and Timmermann (2005…
[PDF][PDF] Bayesian optimal portfolio selection: the black-litterman approach
GA Christodoulakis - Unpublished paper, 2002 - globalriskguard.com
Mean-Variance optimal portfolios often tends to behave badly because of their sensitivity to
movements in the variance-correlation matrix. Variance and correlation forecasting is …
movements in the variance-correlation matrix. Variance and correlation forecasting is …
An assessment of the EU growth forecasts under asymmetric preferences
GA Christodoulakis, EC Mamatzakis - Journal of Forecasting, 2008 - Wiley Online Library
… Christodoulakis is an expert in quantitative finance, emphasizing on the financial theory
and the econometrics of credit and market risk. His research work has been published in …
and the econometrics of credit and market risk. His research work has been published in …
Common volatility and correlation clustering in asset returns
GA Christodoulakis - European Journal of Operational Research, 2007 - Elsevier
We present a new multivariate framework for the estimation and forecasting of the evolution
of financial asset conditional correlations. Our approach assumes return innovations with …
of financial asset conditional correlations. Our approach assumes return innovations with …
Home blood pressure monitoring in children: how many measurements are needed?
GS Stergiou, G Christodoulakis, P Giovas… - American journal of …, 2008 - academic.oup.com
Objective To investigate the minimum schedule of blood pressure (BP) measurements
necessary to provide a reliable assessment of home BP (HBP) in children and adolescents. …
necessary to provide a reliable assessment of home BP (HBP) in children and adolescents. …
Can validated wrist devices with position sensors replace arm devices for self-home blood pressure monitoring? A randomized crossover trial using ambulatory …
GS Stergiou, GR Christodoulakis… - American journal of …, 2008 - academic.oup.com
Background Electronic devices that measure blood pressure (BP) at the arm level are regarded
as more accurate than wrist devices and are preferred for home BP (HBP) monitoring. …
as more accurate than wrist devices and are preferred for home BP (HBP) monitoring. …