Ioannis D. Vrontos - Publications, H-index & Citations

Ioannis D. Vrontos

ESSCA School of Management

16H指数

64论文数

1.1K被引数

收录论文 9

发表时间

Forecasting GDP growth: The economic impact of COVID-19 pandemic

JOURNAL OF FORECASTING

IF2.7

2024-02-06

OAAI

Vrontos, Ioannis D.; Galakis, John; Panopoulou, Ekaterini; Vrontos, Spyridon D.

On tree-structured linear and quantile regression-based asset pricing 基于树结构线性和分位数回归的资产定价研究

REVIEW OF ACCOUNTING AND FINANCE

IF2.7

2022-05-27

PREAI

Galakis, John; Vrontos, Ioannis; Xidonas, Panos

Modeling and predicting US recessions using machine learning techniques

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2021-04-01

OAAI

Vrontos, Spyridon D.; Galakis, John; Vrontos, Ioannis D.

Forecasting under model uncertainty: Non-homogeneous hidden Markov models with Polya-Gamma data augmentation

JOURNAL OF FORECASTING

IF2.7

2020-01-21

OAAI

Koki, Constandina; Meligkotsidou, Loukia; Vrontos, Ioannis

A Quantile Regression Approach to Equity Premium Prediction

JOURNAL OF FORECASTING

IF2.7

2014-09-15

OAAI

Meligkotsidou, Loukia; Panopoulou, Ekaterini; Vrontos, Ioannis D.; Vrontos, Spyridon D.

Hedge fund pricing and model uncertainty

JOURNAL OF BANKING & FINANCE

IF3.8

2008-05-01

PREAI

Vrontos, Spyridon D.; Vrontos, Loannis D.; Giamouridis, Daniel

Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models 波动率不对称建模: 一类树结构多元GARCH模型的贝叶斯分析

ECONOMETRICS JOURNAL

IF7

2007-08-04

PREAI

Dellaportas, P.; Vrontos, I. D.

Hedge fund portfolio construction: A comparison of static and dynamic approaches

JOURNAL OF BANKING & FINANCE

IF3.8

2007-01-01

PREAI

Giamouridis, Daniel; Vrontos, Ioannis D.

Inference for some multivariate ARCH and GARCH models

JOURNAL OF FORECASTING

IF2.7

2003-11-27

PREAI

Vrontos, ID; Dellaportas, R; Politis, DN

研究方向