3
H index
1
i10 index
21
Citations
Aston University | 3 H index 1 i10 index 21 Citations RESEARCH PRODUCTION: 3 Articles 3 Papers RESEARCH ACTIVITY: 14 years (2009 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pts54 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Futures Markets | 2 |
Year | Title of citing document |
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2023 | Exploring volatility of crude oil intraday return curves: A functional GARCH-X model. (2023). Wirjanto, Tony ; Rice, Gregory ; Zhao, Yuqian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s240585132300051x. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 8 |
2009 | The 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 nother version. Agregated cites: 8 | paper | |
2010 | Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Investigating the Links between UK House Prices and Share Prices with Copulas In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 0 |
2011 | Density forecasts of crude?oil prices using option?implied and ARCH?type models In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 10 |
2020 | Volatility forecasts embedded in the prices of crude?oil options In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
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