Access Statistics for Leonidas Tsiaras

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
Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns 0 0 0 76 1 1 3 209
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks 0 0 1 154 0 0 2 419
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks 0 0 1 110 0 1 7 417
Total Working Papers 0 0 2 340 1 2 12 1,045


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Density forecasts of crude‐oil prices using option‐implied and ARCH‐type models 0 0 1 11 0 0 4 37
Investigating the Links between UK House Prices and Share Prices with Copulas 0 0 0 6 0 0 1 12
Volatility forecasts embedded in the prices of crude‐oil options 0 0 0 1 0 0 0 8
Total Journal Articles 0 0 1 18 0 0 5 57


Statistics updated 2025-08-05