George Skiadopoulos

Finance · 2000–2021

A researcher in the Science corpus: 9 papers; trusts 46 researchers and is trusted by 29 researchers here, as inferred from the citation graph.

Subfields

• Finance — 118 citations into it; #1,438 of 10,518 by trust here, #1,893 by citations
• Economics and Econometrics — 110 citations into it; #6,303 of 23,481 by trust here, #8,485 by citations
• Management Science and Operations Research — 11 citations into it
• Demography — 6 citations into it; #2,521 of 4,236 by trust here, #3,042 by citations
• Sociology and Political Science — 6 citations into it
• Artificial Intelligence — 5 citations into it

Whom George Skiadopoulos trusts overall

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

1. P. Giot
2. Yacine Aït-Sahalia
3. James H. Stock
4. Carol Alexander
5. Rossen Valkanov
6. David S. Bates
7. Rama Cont
8. Mark W. Watson
9. Eugene F. Fama
10. Steven Kou

Who trusts George Skiadopoulos overall

1. Carol Alexander
2. Nikolaos Panigirtzoglou
3. Eirini Konstantinidi
4. David S. Bates
5. Rama Cont
6. Matthias R. Fengler
7. Leonardo M. Nogueira
8. L. Pham
9. Toby Daglish
10. J. D. da Fonseca

Papers from George Skiadopoulos's perspective

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

1. The Pricing of Options and Corporate Liabilities
2. Measuring Economic Policy Uncertainty
3. Latent Dirichlet Allocation
4. Estimation of affine asset pricing models using the empirical characteristic function
5. The dynamics of stochastic volatility: evidence from underlying and options markets
6. The Investor Fear Gauge
7. Nonparametric Risk Management and Implied Risk Aversion
8. Empirical option pricing: a retrospection
9. Forecasting Using Principal Components From a Large Number of Predictors
10. Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices

Their papers

• Should Investors Include Commodities in Their Portfolios After All? New Evidence (2011) — 333 citations
• Are There Common Factors in Individual Commodity Futures Returns (2014) — 141 citations
• An empirical comparison of continuous-time models of implied volatility indices (2007) — 129 citations
• Dissecting Climate Risks: Are they Reflected in Stock Prices? (2021) — 318 citations
• Treatment with trastuzumab for 1 year after adjuvant chemotherapy in patients with HER2-positive early breast cancer: a 4-year follow-up of a randomised controlled trial. (2011) — 640 citations
• Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices (2008) — 176 citations
• A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options (2004) — 79 citations
• VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY (2001) — 64 citations
• The Dynamics of the S&P 500 Implied Volatility Surface (2000) — 137 citations