Access Statistics for Leonidas Rompolis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 0 0 2 18 1 4 41 104
The effectiveness of unconventional monetary policy on risk aversion and uncertainty 0 0 0 75 3 6 14 111
Total Working Papers 0 0 2 93 4 10 55 215

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exploring the role of the realized return distribution in the formation of the implied volatility smile 0 0 2 35 0 4 18 122
Improving variance forecasts: The role of Realized Variance features 0 0 2 6 2 7 15 27
Option‐implied moments and the cross‐section of stock returns 0 0 5 54 9 13 32 125
Pricing and hedging contingent claims using variance and higher order moment swaps 0 0 0 4 1 4 20 38
Put-call parity violations and return predictability: Evidence from the 2008 short sale ban 0 0 0 21 0 5 40 153
RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS 0 0 1 24 0 6 13 124
Recovering Risk Neutral Densities from Option Prices: A New Approach 0 0 0 70 0 0 6 143
Recovering the market risk premium from higher‐order moment risks 0 0 2 4 0 1 12 25
Retrieving risk neutral densities from European option prices based on the principle of maximum entropy 0 0 1 70 1 5 16 202
Retrieving risk neutral moments and expected quadratic variation from option prices 0 0 0 10 1 4 21 78
Risk‐Free Rates and Variance Futures Prices 0 0 0 5 0 1 5 29
Total Journal Articles 0 0 13 303 14 50 198 1,066

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Statistics updated 2026-07-10