I. Psaradellis

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom I. Psaradellis trusts overall

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

  1. Robert Whaley
  2. P. R. Hansen

Who trusts I. Psaradellis overall

  1. Omer Berat Sezer
  2. M. Ugur Gudelek
  3. Afees A. Salisu
  4. A. Ozbayoglu
  5. Xu Gong

Papers from I. Psaradellis's perspective

Ordered by how strongly the researchers I. Psaradellis 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. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. The distribution of realized stock return volatility
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. A Simple Long Memory Model of Realized Volatility
  7. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data
  8. Realized Variance and Market Microstructure Noise
  9. Separating Microstructure Noise from Volatility
  10. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data

Their papers