Out-of-sample equity premium prediction: a complete subset quantile regression approach: The European Journal of Finance: Vol 27, No 1-2
A Dynamic Factor Model: Inference and Empirical Application. Ioannis …
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ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics
Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
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Ioannis D. Vrontos
A Socio-Finance Model: Inference and empirical application
Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics
A comparison of alternative approaches for determining the downside risk of hedge fund strategies
A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models of economic
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A Quantile Regression Approach to Equity Premium Prediction
70+ "Vrontos" profiles | LinkedIn
Faculty | Msc-stats
70+ "Vrontos" profiles | LinkedIn
70+ "Vrontos" profiles | LinkedIn
