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 0 7 14 29
Improving variance forecasts: The role of Realized Variance features 0 0 2 6 0 5 8 20
Jointly estimating jump betas 0 0 0 0 2 6 7 9
Volatility risk premium implications of GARCH option pricing models 1 1 2 17 17 25 31 114
Total Journal Articles 1 1 4 27 19 43 60 172


Statistics updated 2026-03-04