Dimitris A. Tsouknidis

Finance · 2016–2018

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Dimitris A. Tsouknidis trusts overall

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

  1. Robert F. Engle
  2. Francis X. Diebold
  3. Lutz Kilian
  4. A. Alizadeh

Papers from Dimitris A. Tsouknidis's perspective

Ordered by how strongly the researchers Dimitris A. Tsouknidis trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. A Reality Check for Data Snooping
  3. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  4. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  6. The Cross‐Section of Expected Stock Returns
  7. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Firm Size and Cyclical Variations in Stock Returns
  10. A Closed-Form GARCH Option Valuation Model

Their papers