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Ilias Chronopoulos
Ilias Chronopoulos
Lecturer in Finance, University of Essex
在 essex.ac.uk 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Forecasting Value-at-Risk using deep neural network quantile regression
IC Chronopoulos, A Raftapostolos, G Kapetanios
Journal of Financial Econometrics, 2023
192023
Kernel-based Volatility Generalised Least Squares
I Chronopoulos, G Kapetanios, K Petrova
Econometrics and Statistics 20, 2-11, 2021
62021
Deep Neural Network Estimation in Panel Data Models
I Chronopoulos, K Chrysikou, G Kapetanios, J Mitchell, A Raftapostolos
arXiv preprint arXiv:2305.19921, 2023
52023
High Dimensional Generalised Penalised Least Squares
I Chronopoulos, K Chrysikou, G Kapetanios
arXiv preprint arXiv:2207.07055, 2022
42022
Choosing between persistent and stationary volatility
I Chronopoulos, L Giraitis, G Kapetanios
The Annals of Statistics 50 (6), 3466-3483, 2022
12022
Supplement to “Choosing between persistent and stationary volatility.”
I CHRONOPOULOS, L GIRAITIS, G KAPETANIOS
12022
Essays in Econometrics
I Chronopoulos
KING’S COLLEGE LONDON, 2022
2022
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