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Ioannis D. Vrontos
Publication Activity (10 Years)
Years Active: 2014-2019
Publications (10 Years): 1
Top Topics
Cross Sectional
Autoregressive Conditional Heteroscedasticity
Data Model
Hyperparameters
Top Venues
Stat. Comput.
J. Oper. Res. Soc.
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Publications
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Loukia Meligkotsidou
,
Ekaterini Panopoulou
,
Ioannis D. Vrontos
,
Spyridon D. Vrontos
Quantile forecast combinations in realised volatility prediction.
J. Oper. Res. Soc.
70 (10) (2019)
Loukia Meligkotsidou
,
Elias Tzavalis
,
Ioannis D. Vrontos
A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence.
Stat. Comput.
24 (3) (2014)