Konstantinos Gkillas
Economics and Econometrics · 2018–2020
A researcher in the Science corpus: 5 papers; trusts 12 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 103 citations into it; #22,255 of 23,481 by trust here, #9,863 by citations
- Finance — 63 citations into it
- Statistics and Probability — 10 citations into it
- Information Systems — 8 citations into it; #8,257 of 8,771 by trust here, #5,942 by citations
- Global and Planetary Change — 5 citations into it
Whom Konstantinos Gkillas trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Qi Li
- Jeffrey S. Racine
- Cees G. H. Diks
- Jushan Bai
- Geert Bekaert
- Torben G. Andersen
- Ole E. Barndorff-Nielsen
- Tim Bollerslev
- Fulvio Corsi
- Michael A. Stephens
Who trusts Konstantinos Gkillas overall
Papers from Konstantinos Gkillas's perspective
Ordered by how strongly the researchers Konstantinos Gkillas trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Computation and Analysis of Multiple Structural-Change Models
- Nonparametric estimation of regression functions with both categorical and continuous data
- The VIX, the Variance Premium and Stock Market Volatility (Social Science Research Network)
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- A Note on the Hiemstra-Jones Test for Granger Non-causality
- CROSS-VALIDATED LOCAL LINEAR NONPARAMETRIC REGRESSION
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Dynamic Conditional Correlation
- Goodness-of-Fit Tests for the Generalized Pareto Distribution (Technometrics)
Their papers
- An application of extreme value theory to cryptocurrencies (2018) — 236 citations
- Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model (2020) — 114 citations
- Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss (2020) — 132 citations
- Forecasting realized gold volatility: Is there a role of geopolitical risks? (2020) — 118 citations
- Volatility jumps: The role of geopolitical risks (2018) — 112 citations