Justin Williams - Founder CEO @ Noteworth - Crunchbase Person Profile
A Dynamic Factor Model: Inference and Empirical Application. Ioannis …
70+ "Vrontos" profiles | LinkedIn
Asset-Liability Management for Pension Funds in a Time-Varying Volatility Environment∗
Ioannis Vrontos - Associate Professor, Department of Statistics - Athens University of Economics and Business | LinkedIn
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
A Bayesian Approach to Detecting Nonlinear Risk Exposures in Hedge Fund Strategies
Out-of-sample equity premium prediction: a complete subset quantile regression approach: The European Journal of Finance: Vol 27, No 1-2
ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS
M.Sc. in Risk | Msc-stats
Modeling the Economic and Financial Impact of COVID-19
Managing Editor's Letter | The Journal of Financial Data Science
Ioannis D. Vrontos
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Vrontos Ioannis | Athens University of Economics and Business
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
Ioannis D. Vrontos
70+ "Vrontos" profiles | LinkedIn
Communication impacting financial markets - Jørgen Vitting Andersen, …
Time series and Forecasting methods Overview Key Outcomes Requirements and Prerequisites Books
Vrontos - Names Encyclopedia
A Socio-Finance Model: Inference and empirical application
Full article: Implied volatility directional forecasting: a machine learning approach
PDF) Implied volatility directional forecasting: a machine learning approach
