Ioannis Papantonis
Names
| first: | Ioannis |
| last: | Papantonis |
Identifer
| RePEc Short-ID: | ppa1538 |
Contact
Affiliations
-
Bank of England
- EDIRC entry
- location:
Research profile
author of:
- Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8)
by Papantonis Ioannis & Tzavalis Elias & Agapitos Orestis & Rompolis Leonidas S. - Volatility risk premium implications of GARCH option pricing models (RePEc:eee:ecmode:v:58:y:2016:i:c:p:104-115)
by Papantonis, Ioannis - Improving variance forecasts: The role of Realized Variance features (RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237)
by Papantonis, Ioannis & Rompolis, Leonidas & Tzavalis, Elias - Jointly estimating jump betas (RePEc:eme:jrfpps:jrf-07-2013-0052)
by Vassilis Polimenis & Ioannis Papantonis