Access Statistics for Leonidas Rompolis

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Pricing Event Risk: Evidence from Concave Implied Volatility Curves	0	0	0	15	0	1	9	62
The effectiveness of unconventional monetary policy on risk aversion and uncertainty	0	0	1	75	0	2	4	96
Total Working Papers	0	0	1	90	0	3	13	158

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Exploring the role of the realized return distribution in the formation of the implied volatility smile	0	0	0	33	0	0	1	104
Improving variance forecasts: The role of Realized Variance features	1	1	4	4	1	2	11	12
Option‐implied moments and the cross‐section of stock returns	1	1	9	44	1	3	14	81
Pricing and hedging contingent claims using variance and higher order moment swaps	0	0	0	4	0	0	1	18
Put-call parity violations and return predictability: Evidence from the 2008 short sale ban	1	1	2	21	1	3	9	111
RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS	0	0	0	23	0	0	0	111
Recovering Risk Neutral Densities from Option Prices: A New Approach	0	0	1	70	0	0	1	136
Recovering the market risk premium from higher‐order moment risks	0	0	1	2	0	0	4	12
Retrieving risk neutral densities from European option prices based on the principle of maximum entropy	0	0	2	68	1	1	5	183
Retrieving risk neutral moments and expected quadratic variation from option prices	0	0	1	9	1	1	7	50
Risk‐Free Rates and Variance Futures Prices	0	0	0	5	0	0	0	24
Total Journal Articles	3	3	20	283	5	10	53	842

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03