Dimitrios D. Thomakos

Economics and Econometrics · 2002–2020

A researcher in the Science corpus: 6 papers; trusts 13 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 235 citations into it; #7,761 of 23,481 by trust here, #8,853 by citations
• Management Science and Operations Research — 203 citations into it; #4,314 of 11,946 by trust here, #7,638 by citations
• Finance — 116 citations into it; #7,982 of 10,518 by trust here, #6,162 by citations
• Signal Processing — 39 citations into it
• Time-Series & Forecasting — 37 citations into it
• Evaluation & Benchmarks — 16 citations into it
• Statistical Learning Theory — 5 citations into it

Whom Dimitrios D. Thomakos trusts overall

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

1. Torben G. Andersen
2. Ole E. Barndorff-Nielsen
3. Rob J Hyndman
4. Tim Bollerslev
5. Spyros Makridakis
6. N. Shephard
7. Francis X. Diebold
8. Vassilios Assimakopoulos
9. M. Hibon
10. B. Billah

Who trusts Dimitrios D. Thomakos overall

1. Evangelos Spiliotis
2. Alexei Botchkarev
3. Vassilios Assimakopoulos
4. Konstantinos Nikolopoulos
5. Stavros Degiannakis *
6. Torben G. Andersen
7. Marcel Prokopczuk
8. Tim Bollerslev
9. Hossein Hassani
10. Fulvio Corsi

Papers from Dimitrios D. Thomakos's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
3. MODELING AND FORECASTING REALIZED VOLATILITY
4. A Reality Check for Data Snooping
5. Asymptotic Inference about Predictive Ability
6. Time Series Analysis by State Space Methods
7. Term Structure of Interest Rates with Regime Shifts
8. Combining forecasts: A review and annotated bibliography
9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers

• Realized volatility in the futures markets (2003) — 139 citations
• A review on singular spectrum analysis for economic and financial time series (2010) — 186 citations
• Forecasting Multivariate Time Series with the Theta Method (2015) — 23 citations
• Fathoming the theta method for a unit root process (2014) — 26 citations
• Forecasting: theory and practice (2020) — 551 citations
• Protection for Sale in a Developing Country: Democracy vs. Dictatorship (2002) — 213 citations