1
H index
0
i10 index
6
Citations
Ioannis Papantonis : Citation Profile
Bank of England | RESEARCH PRODUCTION: 4 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2014 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Ioannis Papantonis. | Is cited by:
| Cites to:
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Main data
Where Ioannis Papantonis has published?
Recent works citing Ioannis Papantonis (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | GARCH option pricing with volatility derivatives. (2023). Park, Yang-Ho ; Oh, Dong Hwan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002989. Full description at Econpapers || Download paper |
Works by Ioannis Papantonis:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Volatility risk premium implications of GARCH option pricing models In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2023 | Improving variance forecasts: The role of Realized Variance features In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2014 | Jointly estimating jump betas In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team