Leonidas Tsiaras : Citation Profile


Are you Leonidas Tsiaras?

Aston University

2

H index

0

i10 index

11

Citations

RESEARCH PRODUCTION:

1

Articles

3

Papers

RESEARCH ACTIVITY:

   2 years (2009 - 2011). See details.
   Cites by year: 5
   Journals where Leonidas Tsiaras has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pts54
   Updated: 2020-07-04    RAS profile: 2020-06-22    
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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 Leonidas Tsiaras.

Is cited by:

Wang, Yudong (4)

Crisóstomo, Ricardo (2)

Adjemian, Michael (1)

Trujillo-Barrera, Andres (1)

Lehnert, Thorsten (1)

Garcia, Philip (1)

Robe, Michel (1)

Cites to:

Patton, Andrew (4)

Engle, Robert (3)

Rosenberg, Joshua (2)

Bollerslev, Tim (2)

Diebold, Francis (2)

McDonald, James (2)

Shackleton, Mark (2)

Granger, Clive (2)

Schlag, Christian (2)

Mazzotta, Stefano (1)

Campa, Jose (1)

Main data


Where Leonidas Tsiaras has published?


Recent works citing Leonidas Tsiaras (2018 and 2017)


YearTitle of citing document
2018Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes. (2018). Crisóstomo, Ricardo ; Couso, Lorena. In: Papers. RePEc:arx:papers:1801.08007.

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2017Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes. (2017). Crisóstomo, Ricardo ; Couso, Lorena ; Crisostomo, Ricardo . In: CNMV Working Papers. RePEc:cnv:wpaper:dt_67en.

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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

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2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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2017Volatility measures and Value-at-Risk. (2017). Bams, Dennis ; Blanchard, Gildas ; Lehnert, Thorsten. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:848-863.

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2020Forecasting commodity prices out-of-sample: Can technical indicators help?. (2020). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:666-683.

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2018Short-term price density forecasts in the lean hog futures market. (2018). Trujillo-Barrera, Andres ; Garcia, Philip ; Mallory, Mindy L. In: European Review of Agricultural Economics. RePEc:oup:erevae:v:45:y:2018:i:1:p:121-142..

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Works by Leonidas Tsiaras:


YearTitleTypeCited
2010The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks In: CREATES Research Papers.
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2009The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks.(2009) In: Finance Research Group Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns In: CREATES Research Papers.
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2011Density forecasts of crude‐oil prices using option‐implied and ARCH‐type models In: Journal of Futures Markets.
[Full Text][Citation analysis]
article9

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