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 2 4 1 2 9 17
Improving variance forecasts: The role of Realized Variance features 0 0 2 4 0 0 5 12
Jointly estimating jump betas 0 0 0 0 0 0 1 2
Volatility risk premium implications of GARCH option pricing models 1 1 1 16 2 2 5 85
Total Journal Articles 1 1 5 24 3 4 20 116


Statistics updated 2025-07-04