Leonidas Tsiaras
Names
| first: | Leonidas |
| last: | Tsiaras |
Identifer
| RePEc Short-ID: | pts54 |
Contact
Affiliations
-
Aston University
/ Aston Business School
- EDIRC entry
- location:
Research profile
author of:
- The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks (RePEc:aah:create:2010-34)
by Leonidas Tsiaras - Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns (RePEc:aah:create:2010-35)
by Leonidas Tsiaras - The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks (RePEc:hhb:aarbfi:2009-02)
by Tsiaras, Leonidas - Investigating the Links between UK House Prices and Share Prices with Copulas (RePEc:kap:jrefec:v:67:y:2023:i:3:d:10.1007_s11146-021-09854-0)
by Rakesh K. Bissoondeeal & Leonidas Tsiaras - Density forecasts of crude‐oil prices using option‐implied and ARCH‐type models (RePEc:wly:jfutmk:v:31:y:2011:i:8:p:727-754)
by Esben Høg & Leonidas Tsiaras - Volatility forecasts embedded in the prices of crude‐oil options (RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1127-1159)
by Dudley Gilder & Leonidas Tsiaras