I. D. Vrontos

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Evidence for hedge fund predictability from a multivariate Student's \(t\) full-factor GARCH model Journal of Applied Statistics	2020-10-21	Paper
A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? Journal of Applied Statistics	2020-10-21	Paper
Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies Journal of Statistical Computation and Simulation	2020-03-09	Paper
A quantile regression approach to equity premium prediction Journal of Forecasting	2018-10-12	Paper
A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence Statistics and Computing	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 Econometric Reviews	2011-03-30	Paper
A Student-\(t\) full factor multivariate GARCH model Computational Economics	2010-01-25	Paper
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models Computational Statistics and Data Analysis	2009-06-12	Paper
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models Econometrics Journal	2008-01-09	Paper
A full-factor multivariate GARCH model Econometrics Journal	2004-03-17	Paper
An application of three bivariate time-varying volatility models Applied Stochastic Models in Business and Industry	2001-07-11	Paper
scientific article; zbMATH DE number 1424396 (Why is no real title available?)	2000-03-23	Paper

Research outcomes over time

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