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Tzavalis, Elias's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,623 |
Total
Citations
21 |
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1.
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Tzavalis, Elias
University of London - Queen Mary - Department of Economics Wang, Shijun
Queen Mary, University of London - Department of Economics
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310
(46,297)
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American option price, early exercise boundary, Chebyshev approximation, stochastic volatility
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2.
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Chourdakis, Kyriakos
FitchSolutions Tzavalis, Elias
University of London - Queen Mary - Department of Economics
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242
(61,192)
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5
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Markov regime switching, Option pricing, Volatility smile.
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3.
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Giurda, Francesco
ABN AMRO Bank N.V. Tzavalis, Elias
University of London - Queen Mary - Department of Economics
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241
(61,442)
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International asset pricing, Currency risk, Multivariate EGARCH, Density forecast, Dynamic hedging strategies
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4.
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Tzavalis, Elias
University of London - Queen Mary - Department of Economics Wang, Shijun
Queen Mary, University of London - Department of Economics
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240
(61,753)
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5
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5.
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Chourdakis, Kyriakos
FitchSolutions Tzavalis, Elias
University of London - Queen Mary - Department of Economics
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216
(69,089)
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2
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Markov regime switching, Option pricing, Risk aversion, Volatility smile
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6.
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Meligkotsidou, Loukia
University of Athens Tzavalis, Elias
University of London - Queen Mary - Department of Economics Vrontos, Ioannis D.
Athens University of Economics and Business
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101
(134,095)
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2
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Autoregressive models, Bayesian inference, Forward-backward algorithm, Model comparison, Non-linear representation, Structural breaks, Unit root testing
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7.
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Meligkotsidou, Loukia
University of Athens Tzavalis, Elias
University of London - Queen Mary - Department of Economics Vrontos, Ioannis D.
Athens University of Economics and Business
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95
(139,787)
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1
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Bayesian inference, model comparison, autoregressive models, unit roots, structural breaks
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8.
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Kruiniger, Hugo
University of London, Queen Mary - Department of Economics Tzavalis, Elias
University of London - Queen Mary - Department of Economics
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74
(163,699)
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5
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9.
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Meligkotsidou, Loukia
University of Athens Tzavalis, Elias
University of London - Queen Mary - Department of Economics Vrontos, Ioannis D.
Athens University of Economics and Business
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61
(182,015)
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Autoregressive models, Bayesian inference, Cross-sectional dependence, Model comparison, Panel data, Unit root testing
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10.
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Desai, Meghnad
London School of Economics & Political Science (LSE) Bryant, John B.
Rice University Budd, Alan
University of Oxford - Department of Economics Szymanski, Stefan
University of London - Imperial College of Science, Technology and Medicine Kennedy, William P.
London School of Economics & Political Science (LSE) Tzavalis, Elias
University of London - Queen Mary - Department of Economics Mariotti, Marco
University of Exeter Business School - Department of Economics
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22
(267,936)
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11.
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Karanikas, Evangelos
HSBC Pantelakis Securities Leledakis, George N.
Athens University of Economics and Business - Department of Accounting and Finance Tzavalis, Elias
University of London - Queen Mary - Department of Economics
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21
(271,392)
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1
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12.
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Tzavalis, Elias
University of London - Queen Mary - Department of Economics Wickens, Michael R.
University of York (UK) - Department of Economics and Related Studies
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13.
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Li, Carmen A.
University of Essex - Department of Economics Philippopoulos, Apostolis
Athens University of Economics and Business - Department of Economics Tzavalis, Elias
University of London - Queen Mary - Department of Economics
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14.
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Harris, Richard D. F.
University of Exeter - Business School Tzavalis, Elias
University of London - Queen Mary - Department of Economics
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15.
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Tzavalis, Elias
University of London - Queen Mary - Department of Economics Wickens, Michael R.
University of York (UK) - Department of Economics and Related Studies
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