Communication impacting financial markets - Jørgen Vitting Andersen, …
Ioannis D. Vrontos
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
70+ "Vrontos" profiles | LinkedIn
Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics | Research profile
Ιωάννης Βρόντος – ΠΜΣ Βιοστατιστική
A Dynamic Factor Model: Inference and Empirical Application. Ioannis …
Modeling the Economic and Financial Impact of COVID-19
A Dynamic Factor Model: Inference and Empirical Application. Ioannis …
Ioannis Vrontos - Associate Professor, Department of Statistics - Athens University of Economics and Business | LinkedIn
Out-of-sample equity premium prediction: a complete subset quantile regression approach: The European Journal of Finance: Vol 27, No 1-2
70+ "Vrontos" profiles | LinkedIn
Ioannis D. Vrontos
Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics | Research profile
ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS
Ioannis Vrontos - Associate Professor, Department of Statistics - Athens University of Economics and Business | LinkedIn
M.Sc. in Risk | Msc-stats
A Bayesian Approach to Detecting Nonlinear Risk Exposures in Hedge Fund Strategies
Asset-Liability Management for Pension Funds in a Time-Varying Volatility Environment∗
Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
A Socio-Finance Model: Inference and empirical application
Advanced Econometric Models for Finance Ioannis Vrontos, Associate Professor, Department of Statistics, AUEB Office: Hydras 28,
Full article: Implied volatility directional forecasting: a machine learning approach
70+ "Vrontos" profiles | LinkedIn
Justin Williams - Founder CEO @ Noteworth - Crunchbase Person Profile
Huseyin KIRMACI | Assoc.Prof.Dr. | Assoc. Prof.Dr. | Karabuk University, Karabük | NUTRİTİON AND DİETETİCS | Research profile
Evidence for Hedge Fund Predictability from a Multivariate Student-t Full-Factor GARCH Model
