L. Symeonidis

Finance · 2010–2016

A researcher in the Science corpus: 2 papers; trusts 26 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom L. Symeonidis trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Torben G. Andersen
  3. P. Pedroni
  4. N. Shephard
  5. Mark J. Kamstra
  6. David A. Hirshleifer
  7. Fulvio Corsi
  8. Tim Bollerslev
  9. Ser-Huang Poon
  10. Lawrence R. Glosten

Who trusts L. Symeonidis overall

  1. Stavros Degiannakis *
  2. Nikolaos D. Vlastakis

Papers from L. Symeonidis's perspective

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

  1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  2. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  3. Power and bipower variation with stochastic volatility and jumps
  4. The Realized Volatility of FTSE-100 Futures Prices
  5. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  6. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  7. MODELING AND FORECASTING REALIZED VOLATILITY
  8. Power variation and stochastic volatility: a review and some new results (Journal of Applied Probability)
  9. The Distribution of Realized Exchange Rate Volatility
  10. Generalized autoregressive conditional heteroskedasticity

Their papers