Eleftherios Giovanis

2014

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Eleftherios Giovanis trusts overall

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

1. Robert F. Engle
2. Tim Bollerslev
3. Daniel B. Nelson
4. A. Laffer
5. Robert Ariel

Papers from Eleftherios Giovanis's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
5. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
6. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
7. A Closed-Form GARCH Option Valuation Model
8. The Behavior of Stock-Market Prices
9. The Specification of Conditional Expectations
10. The Impact of Jumps in Volatility and Returns

Their papers

• The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model (2014) — 9 citations