Publications in Scientific Journals
  • Dotsis, G., Psychoyios, D. and Skiadopoulos, G. (2006), “An Empirical Comparison of Continuous-Time Models of Implied Volatility Indices”, Journal of Banking and Finance.
  • Dotsis, G. and Markellos, R.N. (2006), “The Finite Sample Properties of the GARCH Option Pricing Model”, Journal of Futures Markets (Wiley Periodicals, ISSN: 0270-7314). Abstract available at SSRN.
  • Dotsis, G., Psychoyios, D. and Markellos, R.N. (2006), “Modelling Greek Equity Prices using Jump Diffusion Processes”, Operational Research: An International Journal, Invited Paper, 6(2): 131-145.
  • Ioannou, G. (2006), “Time-Phased Creation of Hybrid Manufacturing Systems”, International Journal of Production Economics, 102(2): 183-198.
  • Mavri, M. and Ioannou, G. (2006), “Consumers’ Perspectives on Online Banking Services”, International Journal of Consumer Studies, 30(6): 552-560.
  • Psychogios, D., and Skiadopoulos, G. (2006), “Volatility Options: Hedging Effectiveness, Pricing and Model Error”, Journal of Futures Markets, 26: 1-31.
  • Psychoyios, D. and Skiadopoulos, G. (2006), “Volatility Options Hedging Effectiveness Pricing and Model Error”, Journal of Future Markets, 26: 1-31.
  • Repoussis, P.P., Paraskevopoulos, D.C., Tarantilis, C.D. and Ioannou, G. (2006), “A Reactive Greedy Randomized Variable Neighborhood Tabu Search for the Vehicle Routing Problem with Time Windows”, Lecture Notes in Computer Science, 40(30): 124-138.
  • Repoussis, P., Tarantilis, C.D. and Ioannou, G. (2006), “A Hybrid Metaheuristic for Real Life Vehicle Routing Problem”, Lecture Notes in Computer Science, 43(10): 247-254.
  • Skintzi, V. and Refenes, A. (2006), “Bond Volatility Spillovers and Dynamic Correlation in European Bond Markets”, Journals of International Financial Markets, Institutions and Money, 16: 23-40.
  • Soderquist, K.E. (2006), “Organising Knowledge Management and Dissemination in New Product Development: Lessons from 12 Global Corporations”, Long Range Planning, 39(5): 497-523.
  • Tarantilis, C.D. (2006), “An ASP-Based Model Employing a Tabu Search Method for Making E-Logistics Decisions”, Cybernetics and Systems: An International Journal, 37(1): 47-58.
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