Ioannis Papantonis : Citation Profile

Bank of England

1

H index

0

i10 index

8

Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 0
   Journals where Ioannis Papantonis has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (11.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1538
   Updated: 2025-12-20    RAS profile: 2023-07-11    
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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 Ioannis Papantonis.

Is cited by:

Çevik, Emrah (2)

Gil León, José Mauricio (1)

Zhang, Yue-Jun (1)

Markellos, Raphael (1)

Cites to:

Bollerslev, Tim (20)

Shephard, Neil (12)

Engle, Robert (11)

Andersen, Torben (9)

Diebold, Francis (9)

Hansen, Peter (9)

Huang, Zhuo (7)

Stentoft, Lars (6)

Patton, Andrew (6)

Feunou, Bruno (6)

Corsi, Fulvio (5)

Main data

Where Ioannis Papantonis has published?

Recent works citing Ioannis Papantonis (2025 and 2024)

YearTitle of citing document
2025Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

Full description at Econpapers || Download paper

2025Improving realised volatility forecast for emerging markets. (2025). Harvey, Justin ; Maphatsoe, Phuthehang ; Alfeus, Mesias. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:1:d:10.1007_s12197-024-09701-x.

Full description at Econpapers || Download paper

Works by Ioannis Papantonis:

YearTitleTypeCited
2023Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2016Volatility risk premium implications of GARCH option pricing models In: Economic Modelling.
[Full Text][Citation analysis]		article7
2023Improving variance forecasts: The role of Realized Variance features In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2014Jointly estimating jump betas In: Journal of Risk Finance.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team