Details about Leonidas Tsiaras

Access statistics for papers by Leonidas Tsiaras.

Last updated 2023-11-08. Update your information in the RePEc Author Service.

Short-id: pts54

Working Papers

2010

1. Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
2. The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (2)
   Also in Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies (2009) View citations (8)

Journal Articles

2023

1. Investigating the Links between UK House Prices and Share Prices with Copulas
   The Journal of Real Estate Finance and Economics, 2023, 67, (3), 423-452

2020

2. Volatility forecasts embedded in the prices of crude‐oil options
   Journal of Futures Markets, 2020, 40, (7), 1127-1159 View citations (4)

2011

3. Density forecasts of crude‐oil prices using option‐implied and ARCH‐type models
   Journal of Futures Markets, 2011, 31, (8), 727-754 View citations (10)