Nikolaos Panigirtzoglou

Economics and Econometrics · 2002–2004

A researcher in the Science corpus: 4 papers; trusts 10 researchers and is trusted by 29 researchers here, as inferred from the citation graph.

Subfields

Whom Nikolaos Panigirtzoglou trusts overall

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

  1. Yacine Aït-Sahalia
  2. George Skiadopoulos
  3. Rama Cont
  4. Andrew W. Lo
  5. Joshua V. Rosenberg
  6. J. D. da Fonseca
  7. Anthony Neuberger
  8. David S. Bates
  9. Carol Alexander
  10. Rob Bliss

Who trusts Nikolaos Panigirtzoglou overall

  1. R. Bu
  2. Carol Alexander
  3. Allan M. Malz
  4. Matthias R. Fengler
  5. K. Hadri
  6. Leonardo M. Nogueira
  7. D. Tang
  8. Prasanna Gai
  9. Bernhard Brunner
  10. Jennifer S. Conrad

Papers from Nikolaos Panigirtzoglou's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. The Dynamics of the S&P 500 Implied Volatility Surface
  3. VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY
  4. Empirical option pricing: a retrospection
  5. The Dynamics of Implied Volatilities: A Common Principal Components Approach
  6. How Useful Are Implied Distributions? Evidence from Stock Index Options
  7. Option Prices, Implied Price Processes, and Stochastic Volatility
  8. Market Models: A Guide to Financial Data Analysis
  9. Dynamics of implied volatility surfaces
  10. Empirical Pricing Kernels

Their papers