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Leonidas Tsiaras

Personal Details

First Name:Leonidas
Middle Name:
Last Name:Tsiaras
Suffix:
RePEc Short-ID:pts54

Affiliation

Aston Business School
Aston University

Birmingham, United Kingdom
http://www.abs.aston.ac.uk/

:

Aston Triangle, Birmingham B4 7ET
RePEc:edi:bsastuk (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Leonidas Tsiaras, 2010. "Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns," CREATES Research Papers 2010-35, Department of Economics and Business Economics, Aarhus University.
  2. Tsiaras, Leonidas, 2009. "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," Finance Research Group Working Papers F-2009-02, University of Aarhus, Aarhus School of Business, Department of Business Studies.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Tsiaras, Leonidas, 2009. "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," Finance Research Group Working Papers F-2009-02, University of Aarhus, Aarhus School of Business, Department of Business Studies.

    Cited by:

    1. Bams, Dennis & Blanchard, Gildas & Lehnert, Thorsten, 2017. "Volatility measures and Value-at-Risk," International Journal of Forecasting, Elsevier, vol. 33(4), pages 848-863.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (3) 2009-04-25 2010-09-03 2010-09-03. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2010-09-03. Author is listed
  3. NEP-FMK: Financial Markets (1) 2010-09-03. Author is listed
  4. NEP-IFN: International Finance (1) 2010-09-03. Author is listed
  5. NEP-MON: Monetary Economics (1) 2010-09-03. Author is listed
  6. NEP-OPM: Open Economy Macroeconomics (1) 2010-09-03. Author is listed

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