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Items where Author is "Vrontos, Spyridon"

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Number of items: 10.

Article

Sing Wong, Amy and Vrontos, Spyridon and Taylor, Michelle (2022) 'An assessment of people living by coral reefs over space and time.' Global Change Biology, 28 (23). pp. 7139-7153. ISSN 1354-1013

Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) 'Implied Volatility Directional Forecasting: A Machine Learning Approach.' Quantitative Finance, 2021 (10). pp. 1687-1706. ISSN 1469-7688

Galakis, John and Vrontos, Ioannis and Vrontos, Spyridon (2021) 'Style Rotation Revisited.' Journal of Financial Data Science, Spring (2). pp. 110-133. ISSN 2640-3943

Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) 'Modeling and predicting U.S. recessions using machine learning techniques.' International Journal of Forecasting, 37 (2). pp. 647-671. ISSN 0169-2070

Iworiso, Jonathan and Vrontos, Spyridon (2021) 'On the Predictability of the Equity Premium Using Deep Learning Techniques.' Journal of Financial Data Science, 3 (Winter). pp. 74-92. ISSN 2640-3943

Iworiso, Jonathan and Vrontos, Spyridon (2020) 'On the Directional Predictability of Equity Premium Using Machine Learning Techniques.' Journal of Forecasting, 39 (3). pp. 449-469. ISSN 0277-6693

Abdul Aziz, Nor Syahilla and Vrontos, Spyridon and Hasim, Haslifah M (2019) 'Evaluation of Multivariate GARCH Models in an Optimal Asset Allocation Framework.' The North American Journal of Economics and Finance, 47. pp. 568-596. ISSN 1062-9408

Panopoulou, Ekaterini and Vrontos, Spyridon (2015) 'Hedge fund return predictability; To combine forecasts or combine information?' Journal of Banking & Finance, 56. pp. 103-122. ISSN 0378-4266

Tzougas, George and Vrontos, Spyridon and Frangos, Nicholas (2014) 'OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS.' ASTIN Bulletin, 44 (2). pp. 417-444. ISSN 0515-0361

Chadjiconstantinidis, Stathis and Vrontos, Spyridon (2014) 'On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula.' Scandinavian Actuarial Journal, 2014 (2). pp. 125-158. ISSN 0346-1238

This list was generated on Tue Dec 6 21:09:32 2022 GMT.