A Dynamic Factor Model: Inference and Empirical Application. Ioannis …
Ioannis D. Vrontos
Ιωάννης Βρόντος – ΠΜΣ Βιοστατιστική
Out-of-sample equity premium prediction: a complete subset quantile regression approach: The European Journal of Finance: Vol 27, No 1-2
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JRFM | Free Full-Text | Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review | HTML
Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics
Πύργος: Πέθανε ο επιχειρηματίας Γιάννης Βρόντος - Η πορεία και η καταξίωση!
Implied volatility directional forecasting: a machine learning approach: Quantitative Finance: Vol 21, No 10
Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics
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A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
JRFM | Free Full-Text | Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review | HTML
PDF) A full-factor multivariate GARCH model | Petros Dellaportas and D. Politis - Academia.edu
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Communication impacting financial markets - Jørgen Vitting Andersen, …
Πύργος: Έφυγε από τη ζωή ο Γιάννης Βρόντος - PatrisNews - Εφημερίδα Πατρίς Ηλείας
Implied Volatility Directional Forecasting: A Machine Learning Approach - Research Repository
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Vrontos Ioannis | Athens University of Economics and Business
