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 1 1 2 6 3 5 24 42
Improving variance forecasts: The role of Realized Variance features 0 0 1 6 1 3 15 28
Jointly estimating jump betas 0 0 0 0 0 0 7 10
Volatility risk premium implications of GARCH option pricing models 0 0 1 17 0 0 39 127
Total Journal Articles 1 1 4 29 4 8 85 207


Statistics updated 2026-09-10