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Items where Author is "Chronopoulos, Ilias Christos"

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Article

Chronopoulos, Ilias Christos and Raftapostolos, Aristeidis and Kapetanios, George (2023) Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression. Journal of Financial Econometrics. DOI https://doi.org/10.1093/jjfinec/nbad014

Chronopoulos, Ilias Christos and Giraitis, Liudas and Kapetanios, George (2022) Choosing between persistent and stationary volatility. Annals of Statistics, 50 (6). pp. 3466-3483. DOI https://doi.org/10.1214/22-AOS2236

This list was generated on Thu Mar 28 10:25:20 2024 GMT.