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 1 1 5 2 8 21 37
Improving variance forecasts: The role of Realized Variance features 0 0 2 6 1 5 13 25
Jointly estimating jump betas 0 0 0 0 1 1 8 10
Volatility risk premium implications of GARCH option pricing models 0 0 2 17 1 13 44 127
Total Journal Articles 0 1 5 28 5 27 86 199


Statistics updated 2026-06-04