Vasiliki D. Skintzi

Finance · 2005–2006

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Vasiliki D. Skintzi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. A. Ng
  3. Torben G. Andersen
  4. Tim Bollerslev
  5. Francis X. Diebold
  6. Daniel B. Nelson

Who trusts Vasiliki D. Skintzi overall

  1. Peng-Weng Chen
  2. Mohamed Arouri

Papers from Vasiliki D. Skintzi's perspective

Ordered by how strongly the researchers Vasiliki D. Skintzi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Volatility spillover effects from Japan and the US to the Pacific–Basin
  2. The distribution of realized stock return volatility
  3. Generalized autoregressive conditional heteroskedasticity
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  7. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. A Closed-Form GARCH Option Valuation Model
  10. The Specification of Conditional Expectations

Their papers