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 1 74 0 0 9 202
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks 0 1 2 144 4 11 36 363
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks 0 0 1 100 0 0 9 384
Total Working Papers 0 1 4 318 4 11 54 949


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 0 0 0 1 6 16
Volatility forecasts embedded in the prices of crude‐oil options 0 0 1 1 0 1 4 4
Total Journal Articles 0 0 1 1 0 2 10 20


Statistics updated 2021-01-03