Ioannis D. Vrontos

Finance · 2000–2009

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ioannis D. Vrontos trusts overall

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

  1. Tim Bollerslev
  2. Vikas Agarwal
  3. Peter J. Green
  4. Robert F. Engle

Who trusts Ioannis D. Vrontos overall

  1. David Ardia
  2. Omneya H. Abdelsalam

Papers from Ioannis D. Vrontos's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
  3. Risks and Portfolio Decisions Involving Hedge Funds
  4. The Pricing of Options and Corporate Liabilities
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. Separating Microstructure Noise from Volatility
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers