Georgios K. Tsiotas : Citation Profile

Are you Georgios K. Tsiotas?

University of Crete

2

H index

1

i10 index

33

Citations

RESEARCH PRODUCTION:

5

Articles

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 2
   Journals where Georgios K. Tsiotas has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (2.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts188
   Updated: 2024-04-18    RAS profile: 2019-07-28    
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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 Georgios K. Tsiotas.

Is cited by:

Veiga, Helena (4)

Iseringhausen, Martin (3)

Ruiz, Esther (3)

Liu, Xiaochun (2)

Demos, Antonis (2)

Kastner, Gregor (2)

Liu, Xiaochun (2)

Rodríguez, Gabriel (2)

Snarska, Malgorzata (2)

Mukhoti, Sujay (2)

Liu, Xiaochun (2)

Cites to:

Bollerslev, Tim (5)

Valente, Giorgio (4)

Shephard, Neil (4)

Rossi, Peter (4)

Goodwin, Barry (3)

Gallant, A. (3)

Sarno, Lucio (3)

Mishkin, Frederic (3)

Diebold, Francis (3)

Karfakis, Costas (3)

Tauchen, George (3)

Main data

Where Georgios K. Tsiotas has published?

Recent works citing Georgios K. Tsiotas (2024 and 2023)

YearTitle of citing document
2023Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2303.

Full description at Econpapers || Download paper

2023Estimating and testing skewness in a stochastic volatility model. (2023). Ho, Kyu ; Lee, Cheol Woo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:445-467.

Full description at Econpapers || Download paper

2023The impact of oil and natural gas prices on overnight risk in exchange rates based on the MVMQ-CAViaR models. (2023). Peng, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:616-625.

Full description at Econpapers || Download paper

Works by Georgios K. Tsiotas:

YearTitleTypeCited
2012On generalised asymmetric stochastic volatility models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article26
2007On the use of the Box-Cox transformation on conditional variance models In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2005Real interest rates linkages between the USA and the UK in the postwar period In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article2
2009On the use of non-linear transformations in Stochastic Volatility models In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
2018A Bayesian encompassing test using combined value-at-risk estimates In: Quantitative Finance.
[Full Text][Citation analysis]		article4

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