Person:892472

Available identifiers

zbMath Open vrontos.ioannis-dMaRDI QIDQ892472

List of research outcomes

Publication	Date of Publication	Type
Evidence for hedge fund predictability from a multivariate Student'stfull-factor GARCH model	2020-10-21	Paper
A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge?	2020-10-21	Paper
Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies	2020-03-09	Paper
A Quantile Regression Approach to Equity Premium Prediction	2018-10-12	Paper
A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence	2015-11-19	Paper
A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series	2011-03-30	Paper
A Student-\(t\) full factor multivariate GARCH model	2010-01-25	Paper
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models	2009-06-12	Paper
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models	2008-01-09	Paper
A full-factor multivariate GARCH model	2004-03-17	Paper
An application of three bivariate time-varying volatility models	2001-07-11	Paper
https://portal.mardi4nfdi.de/entity/Q4945619	2000-03-23	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Ioannis D. Vrontos