Concepedia

Paraskevi Katsiampa

PK

22

Publications

2.8K

Citations

17

H-Index

2015

Active since

Affiliations

University of Sheffield(Current)

Sheffield Hallam University

Dublin City University

University of Economics Ho Chi Minh City

Trinity College Dublin

Paraskevi Katsiampa is an author at University of Sheffield specializing in business, finance, and economics.

ORCID

Top concepts

Publications per year

2015–2023

22

Publications

22

Volatility estimation for Bitcoin: A comparison of GARCH models

Paraskevi Katsiampa · Economics Letters · 2017 · 1K citations

, , +5

Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis

Paraskevi Katsiampa, Shaen Corbet, Brian M. Lucey · Finance research letters · 2019 · 288 citations

, , +7

High frequency volatility co-movements in cryptocurrency markets

Paraskevi Katsiampa, Shaen Corbet, Brian M. Lucey · Journal of International Financial Markets Institutions and Money · 2019 · 257 citations

, , +5

An application of extreme value theory to cryptocurrencies

Paraskevi Katsiampa · Economics Letters · 2018 · 249 citations

, , +6

Volatility co-movement between Bitcoin and Ether

Paraskevi Katsiampa · Finance research letters · 2018 · 202 citations

, , +3

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