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Tsiaras, Leonidas (2010). Dynamic models of exchange rate dependence using option prices and historical returns. Working Paper. Aarhus University. (Unpublished)

Tsiaras, Leonidas (2010). The forecast performance of competing implied volatility measures:the case of individual stocks. Working Paper. Aarhus University. (Unpublished)

Høg, Esben and Tsiaras, Leonidas Density forecasts of crude-oil prices using option-implied and ARCH-type models. Journal of Futures Markets, 31 (8), pp. 727-754.