George Chalamandaris : Citation Profile


Are you George Chalamandaris?

Athens University of Economics and Business (AUEB)

3

H index

1

i10 index

23

Citations

RESEARCH PRODUCTION:

7

Articles

RESEARCH ACTIVITY:

   7 years (2007 - 2014). See details.
   Cites by year: 3
   Journals where George Chalamandaris has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 3 (11.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1065
   Updated: 2019-04-20    RAS profile: 2017-03-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Tsekrekos, Andrianos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with George Chalamandaris.

Is cited by:

Bernales, Alejandro (5)

Guidolin, Massimo (5)

DA FONSECA, José (2)

Lin, Hai (2)

guo, biao (2)

Doerner, William (1)

van der Wel, Michel (1)

Anagnostopoulou, Seraina (1)

Ozturk, Sait (1)

van Dijk, Dick (1)

Bogin, Alexander (1)

Cites to:

Ng, Serena (9)

Guidolin, Massimo (6)

Wu, Liuren (6)

Bai, Jushan (6)

Reichlin, Lucrezia (5)

Diebold, Francis (5)

xu, xinzhong (5)

Engle, Robert (5)

Forni, Mario (5)

Scholes, Myron (4)

Goncalves, Silvia (4)

Main data


Where George Chalamandaris has published?


Journals with more than one article published# docs
Journal of Banking & Finance2

Recent works citing George Chalamandaris (2018 and 2017)


YearTitle of citing document
2018Matching distributions: Recovery of implied physical densities from option prices. (2018). Talponen, Jarno . In: Papers. RePEc:arx:papers:1803.03996.

Full description at Econpapers || Download paper

2017Modelling the implied volatility surface based on Shanghai 50ETF options. (2017). Wang, Jinzhong ; Zhang, Ting ; Tao, Qizhi ; Chen, Shijiang . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:295-301.

Full description at Econpapers || Download paper

2018Forecasting the term structure of option implied volatility: The power of an adaptive method. (2018). Niu, Linlin ; Han, Qian ; Chen, Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:157-177.

Full description at Econpapers || Download paper

2017Accounting quality, information risk and the term structure of implied volatility around earnings announcements. (2017). Tsekrekos, Andrianos ; Anagnostopoulou, Seraina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:445-460.

Full description at Econpapers || Download paper

Works by George Chalamandaris:


YearTitleTypeCited
2010Predictable dynamics in implied volatility surfaces from OTC currency options In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article12
2012Exploring the role of the realized return distribution in the formation of the implied volatility smile In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article5
2011How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article4
2007Pricing multicallable range accruals with the Libor Market Model In: Managerial Finance.
[Full Text][Citation analysis]
article0
2013Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options In: Computational Economics.
[Full Text][Citation analysis]
article1
2010The correlation structure of FX option markets before and since the financial crisis In: Applied Financial Economics.
[Full Text][Citation analysis]
article1
2014Predictability in implied volatility surfaces: evidence from the Euro OTC FX market In: The European Journal of Finance.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2019. Contact: CitEc Team