Items where Author is "Chronopoulos, Ilias"
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Chronopoulos, Ilias and Chrysikou, Katerina and Kapetanios, George and Mitchell, James and Raftapostolos, Aristeidis (2026) Forecasting with Deep Pooled Panel Neural Networks. Econometric Reviews. pp. 1-31. DOI https://doi.org/10.1080/07474938.2026.2660660
Chronopoulos, Ilias and Raftapostolos, Aristeidis and Kapetanios, George (2023) Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression. Journal of Financial Econometrics, 22 (3). pp. 636-669. DOI https://doi.org/10.1093/jjfinec/nbad014
Chronopoulos, Ilias and Raftapostolos, Aristeidis and Kapetanios, George (2023) Forecasting Value-at-Risk using deep neural network quantile regression. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)
Chronopoulos, Ilias and Giraitis, Liudas and Kapetanios, George (2022) Choosing between persistent and stationary volatility. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)