| Volatility Risk Premium Implications of GARCH Option Pricing Models I Papantonis Economic Modelling 58, 104 -- 115, 2016 | 21 | 2016 |
| Cointegration-based trading: evidence on index tracking & market-neutral strategies I Papantonis Managerial Finance 42 (5), 449 -- 471, 2016 | 12 | 2016 |
| Improving variance forecasts: The role of Realized Variance features I Papantonis, L Rompolis, E Tzavalis International Journal of Forecasting 39 (3), 1221-1237, 2023 | 5 | 2023 |
| Jointly estimating jump betas V Polimenis, I Papantonis The Journal of Risk Finance 15 (2), 131-148, 2014 | 3 | 2014 |
| Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects I Papantonis, LS Rompolis, E Tzavalis, O Agapitos Studies in Nonlinear Dynamics & Econometrics 27 (2), 171-198, 2023 | 1 | 2023 |
| Essays on modelling and forecasting stock market volatility I Papantonis Οικονομικό Πανεπιστήμιο Αθηνών. Σχολή Οικονομικών Επιστημών. Τμήμα …, 2022 | | 2022 |
| The Impact of Signed Jump Variation on Forecasting Realized Variance I Papantonis, E Tzavalis, L Rompolis ITISE 2019. Proceedings of papers. Vol 2, 2019 | | 2019 |
| GARCH Option Pricing Models: Evidence from Joint Likelihood Estimations I Papantonis | | 2015 |
| Cointegration–Based Trading I Papantonis | | |
Elias TzavalisProfessor of Economics, Athens University of Economics & BusinessVerified email at aueb.gr
