Dimitris Psychoyios

Finance · 2007–2010

A researcher in the Science corpus: 3 papers; trusts 19 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

Whom Dimitris Psychoyios trusts overall

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

  1. Steven Kou
  2. Steven Heston
  3. Gurdip Bakshi
  4. Kenneth J. Singleton
  5. Q. Vuong
  6. Peter P. Carr
  7. Christopher S. Jones
  8. Peter C. B. Phillips
  9. Jun Pan
  10. Yacine Aït-Sahalia

Who trusts Dimitris Psychoyios overall

  1. A. Sepp
  2. J. Mencía
  3. R. Cong
  4. Shawkat Hammoudeh
  5. B. Hintermann
  6. Eirini Konstantinidi
  7. Julien Chevallier

Papers from Dimitris Psychoyios's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Estimation of affine asset pricing models using the empirical characteristic function
  3. Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
  4. A Closed-Form GARCH Option Valuation Model
  5. The dynamics of stochastic volatility: evidence from underlying and options markets
  6. Spanning and Derivative-Security Valuation
  7. Jackknifing Bond Option Prices
  8. Long Memory and Regime Switching
  9. The Investor Fear Gauge
  10. Generalized autoregressive conditional heteroskedasticity

Their papers