Ioannis Psaradellis
Ioannis Psaradellis
Lecturer in Finance, University of St Andrews
Verified email at st-andrews.ac.uk
TitleCited byYear
Modelling and trading the US implied volatility indices. Evidence from the VIX, VXN and VXD indices
I Psaradellis, G Sermpinis
International Journal of Forecasting 32 (4), 1268-1283, 2016
182016
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities
C Stasinakis, G Sermpinis, I Psaradellis, T Verousis
Quantitative Finance 16 (12), 1901-1915, 2016
52016
Performance of technical trading rules: evidence from the crude oil market
I Psaradellis, J Laws, AA Pantelous, G Sermpinis
The European Journal of Finance, 1-23, 2018
42018
Pairs Trading, Technical Analysis and Data Snooping: Mean Reversion vs Momentum
I Psaradellis, J Laws, AA Pantelous, G Sermpinis
Technical Analysis and Data Snooping: Mean Reversion vs Momentum (February …, 2019
12019
Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices
G Sermpinis, A Hassanniakalager, C Stasinakis, I Psaradellis
Available at SSRN 3284621, 2018
2018
Essays on Predictability & Excess Profitability of Quantitative Methods: Modelling Implied Volatility, Technical Trading, Data Snooping and Market Efficiency
I Psaradellis
University of Liverpool, 2017
2017
Technical trading, false discoveries and familywise errors: The case of crude oil
I Psaradellis, J Laws, AA Pantelous, G Sermpinis
2017
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Articles 1–7