Access Statistics for Ioannis Papantonis

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects 0 0 0 4 3 6 12 25
Improving variance forecasts: The role of Realized Variance features 0 0 3 6 1 2 6 16
Jointly estimating jump betas 0 0 0 0 2 2 4 5
Volatility risk premium implications of GARCH option pricing models 0 0 1 16 2 3 9 91
Total Journal Articles 0 0 4 26 8 13 31 137


Statistics updated 2026-01-09