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Details about Ioannis Papantonis

Workplace:Bank of England, (more information at EDIRC)

Access statistics for papers by Ioannis Papantonis.

Last updated 2023-07-11. Update your information in the RePEc Author Service.

Short-id: ppa1538


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Journal Articles

2023

  1. Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects
    Studies in Nonlinear Dynamics & Econometrics, 2023, 27, (2), 171-198 Downloads
  2. Improving variance forecasts: The role of Realized Variance features
    International Journal of Forecasting, 2023, 39, (3), 1221-1237 Downloads

2016

  1. Volatility risk premium implications of GARCH option pricing models
    Economic Modelling, 2016, 58, (C), 104-115 Downloads View citations (7)

2014

  1. Jointly estimating jump betas
    Journal of Risk Finance, 2014, 15, (2), 131-148 Downloads
 
Page updated 2023-12-09