I. D. Vrontos

Available identifiers

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

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