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Ilias Tsiakas

  • Dr
  • University of Guelph
  • 8h-indexImpact measure calculated using publication and citation counts. Updated daily.
  • 220CitationsNumber of citations received by Ilias's publications. Updated daily.

Research interests

Financial EconometricsEmpirical Asset PricingInternational Finance

Co-authors (9)

  • Augusto Costa
  • Barbara Ulloa

Publications (5)

  • Spot and forward volatility in foreign exchange

    • Della Corte P
    • Sarno L
    • Tsiakas I
    N/AReaders
    20Citations
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  • The economic gains of trading stocks around holidays

    • Tsiakas I
    N/AReaders
    5Citations
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  • An economic evaluation of empirical exchange rate models

    • Corte P
    • Sarno L
    • Tsiakas I
    N/AReaders
    75Citations
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  • Overnight information and stochastic volatility: A study of European and US stock exchanges

    • Tsiakas I
    N/AReaders
    27Citations
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  • Periodic stochastic volatility and fat tails

    • Tsiakas I
    N/AReaders
    16Citations
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Professional experience

University of Guelph

Education

Economics

University of Toronto

September 1996 - June 2001(5 years)