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 10 15
Improving variance forecasts: The role of Realized Variance features 1 1 4 4 1 2 11 12
Jointly estimating jump betas 0 0 0 0 1 1 1 2
Volatility risk premium implications of GARCH option pricing models 0 0 0 15 1 1 4 83
Total Journal Articles 1 1 6 23 4 6 26 112


Statistics updated 2025-03-03