Paraskevi Katsiampa
Economics and Econometrics · 2017–2019
A researcher in the Science corpus: 6 papers; trusts 51 researchers and is trusted by 54 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 113 citations into it; #945 of 23,481 by trust here, #2,859 by citations
- Information Systems — 80 citations into it; #180 of 8,771 by trust here, #707 by citations
- Finance — 75 citations into it
- Sociology and Political Science — 9 citations into it
Whom Paraskevi Katsiampa trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Andrew Urquhart
- Ladislav Kristoufek
- David Yermack
- Shaen Corbet
- A. H. Dyhrberg
- Pavel Ciaian
- Jamal Bouoiyour
- Florian Glaser
- Aurelio Fernández Bariviera
- Eng-Tuck Cheah
Who trusts Paraskevi Katsiampa overall
- Andrew Urquhart
- M. Gronwald
- Tony Klein
- Shaen Corbet
- Emmanouil Platanakis
- T. Walther
- Olivier Kraaijeveld
- Ender Demir
- Huisu Jang
- Amélie Charles
Papers from Paraskevi Katsiampa's perspective
Ordered by how strongly the researchers Paraskevi Katsiampa trusts endorse each paper. Same corpus, a different order for every researcher.
- BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (Scientific Reports)
- Generalized autoregressive conditional heteroskedasticity
- Is Bitcoin a Real Currency? An economic appraisal
- Bitcoin: A Peer-to-Peer Electronic Cash System
- Some stylized facts of the Bitcoin market
- The economics of BitCoin price formation
- Dynamic Conditional Correlation
- The inefficiency of Bitcoin
- Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin
- Bitcoin: Economics, Technology, and Governance
Their papers
- Volatility estimation for Bitcoin: A comparison of GARCH models (2017) — 995 citations
- High frequency volatility co-movements in cryptocurrency markets (2019) — 238 citations
- An empirical investigation of volatility dynamics in the cryptocurrency market (2019) — 151 citations
- An application of extreme value theory to cryptocurrencies (2018) — 236 citations
- Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis (2019) — 261 citations
- Volatility co-movement between Bitcoin and Ether (2019) — 187 citations