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Items where Author is "Vrontos, Spyridon"

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Number of items: 10.


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. DOI https://doi.org/10.1111/gcb.16391

Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) Implied Volatility Directional Forecasting: A Machine Learning Approach. Quantitative Finance, 2021 (10). pp. 1687-1706. DOI https://doi.org/10.1080/14697688.2021.1905869

Galakis, John and Vrontos, Ioannis and Vrontos, Spyridon (2021) Style Rotation Revisited. Journal of Financial Data Science, Spring (2). pp. 110-133. DOI https://doi.org/10.3905/jfds.2021.1.059

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. DOI https://doi.org/10.1016/j.ijforecast.2020.08.005

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. DOI https://doi.org/10.3905/jfds.2020.1.051

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. DOI https://doi.org/10.1002/for.2632

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. DOI https://doi.org/10.1016/j.najef.2018.06.012

Panopoulou, Ekaterini and Vrontos, Spyridon (2015) Hedge fund return predictability; To combine forecasts or combine information? Journal of Banking & Finance, 56. pp. 103-122. DOI https://doi.org/10.1016/j.jbankfin.2015.03.004

Tzougas, George and Vrontos, Spyridon and Frangos, Nicholas (2014) OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS. ASTIN Bulletin, 44 (2). pp. 417-444. DOI https://doi.org/10.1017/asb.2013.31

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. DOI https://doi.org/10.1080/03461238.2012.663730

This list was generated on Sun Jun 4 05:46:46 2023 BST.