I. Tsiakas

Economics and Econometrics · 2005–2009

A researcher in the Science corpus: 2 papers; trusts 12 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 29 citations into it; #15,063 of 23,481 by trust here, #13,168 by citations
• Finance — 27 citations into it; #10,074 of 10,518 by trust here, #9,725 by citations
• Artificial Intelligence — 5 citations into it

Whom I. Tsiakas trusts overall

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

1. Siddhartha Chib
2. Torben G. Andersen
3. Jeff Fleming
4. Tim Bollerslev
5. Ivan Jeliazkov
6. C. Kirby
7. Michael K. Pitt
8. N. Shephard
9. Jeremy Berkowitz
10. Nicholas Barberis

Who trusts I. Tsiakas overall

1. Roel C. A. Oomen
2. Lucio Sarno

Papers from I. Tsiakas's perspective

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

1. Marginal Likelihood From the Metropolis–Hastings Output
2. Markov chain Monte Carlo methods for stochastic volatility models
3. Filtering via Simulation: Auxiliary Particle Filters
4. Intraday periodicity and volatility persistence in financial markets
5. Generalized autoregressive conditional heteroskedasticity
6. Novel approach to nonlinear/non-Gaussian Bayesian state estimation
7. Stock Return Predictability and Model Uncertainty
8. Chapter 16 Are financial assets priced locally or globally
9. The Microstructure Approach to Exchange Rates
10. The Statistics of Sharpe Ratios

Their papers

• An Economic Evaluation of Empirical Exchange Rate Models (2009) — 288 citations
• Periodic Stochastic Volatility and Fat Tails (2005) — 72 citations