Details about Ioannis Papantonis
Access statistics for papers by Ioannis Papantonis.
Last updated 2023-07-11. Update your information in the RePEc Author Service.
Short-id: ppa1538
Jump to
Journal Articles
Journal Articles
2023
- 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
- Improving variance forecasts: The role of Realized Variance features
International Journal of Forecasting, 2023, 39, (3), 1221-1237
2016
- Volatility risk premium implications of GARCH option pricing models
Economic Modelling, 2016, 58, (C), 104-115
View citations (7)
2014
- Jointly estimating jump betas
Journal of Risk Finance, 2014, 15, (2), 131-148