Citation profile for Kyriakos Chourdakis

Kyriakos Chourdakis : Citation Profile

University of Canterbury

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Citations

RESEARCH PRODUCTION:

Papers

RESEARCH ACTIVITY:

   2 years (2000 - 2002). See details.
   Cites by year: 16
   Journals where Kyriakos Chourdakis has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch32
   Updated: 2024-11-08    RAS profile: 2023-02-24
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Relations with other researchers

Works with:

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

Is cited by:

Su, EnDer (4)

Mouratidis, Kostas (2)

Garcia, René (2)

Luger, Richard (2)

Pegoraro, Fulvio (2)

Cajueiro, Daniel (2)

Rogers, Leonard (2)

Renault, Eric (2)

Spagnolo, Nicola (2)

Dendramis, Yiannis (2)

Tzavalis, Elias (2)

Cites to:

Chernov, Mikhail (6)

Cao, Charles (6)

Chen, Zhiwu (6)

Ghysels, Eric (6)

Gallant, A. (5)

Hamilton, James (5)

Tauchen, George (4)

merton, robert (4)

Lo, Andrew (4)

Cecchetti, Stephen (3)

Schwert, G. (3)

Main data

Where Kyriakos Chourdakis has published?

Recent works citing Kyriakos Chourdakis (2024 and 2023)

Year	Title of citing document
2023	Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation. (2023). Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:961-978. Full description at Econpapers \|\| Download paper

Works by Kyriakos Chourdakis:

Year	Title	Type	Cited
2000	Option Pricing with a Dividend General Equilibrium Model In: Working Papers. [Full Text][Citation analysis]	paper	0
2000	Option Pricing under Discrete Shifts in Stock Returns In: Working Papers. [Full Text][Citation analysis]	paper	6
2000	Stochastic Volatility and Jumps Driven by Continuous Time Markov Chains In: Working Papers. [Full Text][Citation analysis]	paper	3
2002	Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps In: Working Papers. [Full Text][Citation analysis]	paper	7
2000	Option Pricing with a Dividend General Equilibrium Model In: Working Papers. [Full Text][Citation analysis]	paper	0
2000	Option Pricing under Discrete Shifts in Stock Returns In: Working Papers. [Full Text][Citation analysis]	paper	8
2000	Stochastic Volatility and Jumps Driven by Continuous Time Markov Chains In: Working Papers. [Full Text][Citation analysis]	paper	3
2002	Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps In: Working Papers. [Full Text][Citation analysis]	paper	6