Leonidas Rompolis : Citation Profile


Are you Leonidas Rompolis?

Athens University of Economics and Business (AUEB)

3

H index

1

i10 index

28

Citations

RESEARCH PRODUCTION:

7

Articles

1

Papers

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 3
   Journals where Leonidas Rompolis has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 4 (12.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro646
   Updated: 2020-05-23    RAS profile: 2018-04-11    
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Relations with other researchers


Works with:

Tzavalis, Elias (2)

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

Is cited by:

Violante, Francesco (3)

Arismendi Zambrano, Juan (2)

Muzzioli, Silvia (2)

Cassese, Gianluca (2)

Fabozzi, Frank (2)

Prokopczuk, Marcel (2)

Santucci de Magistris, Paolo (2)

Datta, Deepa (1)

Perote, Javier (1)

Londono, Juan M. (1)

Cortés, Lina (1)

Cites to:

Chen, Zhiwu (9)

Cao, Charles (9)

Engle, Robert (8)

Ait-Sahalia, Yacine (7)

Tzavalis, Elias (6)

Kapadia, Nikunj (6)

Bekaert, Geert (4)

Hoerova, Marie (4)

Rockinger, Michael (4)

Lo, Andrew (4)

Wu, Ximing (4)

Main data


Where Leonidas Rompolis has published?


Recent works citing Leonidas Rompolis (2018 and 2017)


YearTitle of citing document
2017A Non-Structural Investigation of VIX Risk Neutral Density. (2017). Violante, Francesco ; Santucci de Magistris, Paolo ; Barletta, Andrea. In: CREATES Research Papers. RePEc:aah:create:2017-15.

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

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2017Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M. In: Documentos de Trabajo CIEF. RePEc:col:000122:015923.

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2019A non-structural investigation of VIX risk neutral density. (2019). Santucci de Magistris, Paolo ; Violante, Francesco ; Barletta, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:1-20.

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2017Implied volatility and skewness surface. (2017). Feunou, Bruno ; Tedongap, Romeo ; Fontaine, Jean-Sebastien. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9127-x.

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2019A general closed form option pricing formula. (2019). Necula, Ciprian ; Farkas, Walter ; Drimus, Gabriel . In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:1:d:10.1007_s11147-018-9144-z.

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2018INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL. (2018). Han, Xixuan ; Yang, Hailiang ; Wei, Boyu. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:04:n:s0219024918500140.

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Works by Leonidas Rompolis:


YearTitleTypeCited
2010RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS In: Journal of Financial Research.
[Full Text][Citation analysis]
article2
2017The effectiveness of unconventional monetary policy on risk aversion and uncertainty In: Working Papers.
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paper0
2008Recovering Risk Neutral Densities from Option Prices: A New Approach In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article14
2010Retrieving risk neutral densities from European option prices based on the principle of maximum entropy In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article5
2012Exploring the role of the realized return distribution in the formation of the implied volatility smile In: Journal of Banking & Finance.
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article5
2017Retrieving risk neutral moments and expected quadratic variation from option prices In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article1
2017Pricing and hedging contingent claims using variance and higher order moment swaps In: Quantitative Finance.
[Full Text][Citation analysis]
article1
2016Risk‐Free Rates and Variance Futures Prices In: Journal of Futures Markets.
[Full Text][Citation analysis]
article0

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