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Vrontos, Spyridon (2025) Forecasting GDP growth: the economic impact of COVID-19 Pandemic. Journal of Forecasting, 43 (4). pp. 1042-1086. DOI https://doi.org/10.1002/for.3072

Argyropoulos, Christos and Panopoulou, Ekaterini and Vrontos, Spyridon (2025) Downside Risk and Hedge Fund Returns. Journal of Banking & Finance, 171. p. 107345. DOI https://doi.org/10.1016/j.jbankfin.2024.107345

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

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2021) Out-of-sample equity premium prediction: a complete subset quantile regression approach. The European Journal of Finance, 27 (1-2). pp. 110-135. DOI https://doi.org/10.1080/1351847x.2019.1647866

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

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis and Vrontos, Spyridon D (2019) Quantile Forecast Combinations in Realised Volatility Prediction. Journal of the Operational Research Society, 70 (10). pp. 1720-1733. DOI https://doi.org/10.1080/01605682.2018.1489354

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

Tzougas, G and Vrontos, S and Frangos, N (2018) Bonus-Malus Systems with Two Component Mixture Models Arising from Different Parametric Families. North American Actuarial Journal, 22 (1). pp. 55-91. DOI https://doi.org/10.1080/10920277.2017.1368398

Vrontos, S (2016) Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach. Bankers, Markets & Investors, 140.

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, G and Vrontos, S and Frangos, N (2015) Risk Classification for Claim Counts and Losses Using Regression Models for Location, Scale and Shape. Variance, 9 (1). pp. 140-157.

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2014) A Quantile Regression Approach to Equity Premium Prediction. Journal of Forecasting, 33 (7). pp. 558-576. DOI https://doi.org/10.1002/for.2312

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

Vrontos, Ioannis D and Meligkotsidou, Loukia and Vrontos, Spyridon D (2011) Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility. Journal of Asset Management, 12 (4). pp. 292-307. DOI https://doi.org/10.1057/jam.2011.23

Meligkotsidou, Loukia and Vrontos, Ioannis D and Vrontos, Spyridon D (2009) Quantile regression analysis of hedge fund strategies. Journal of Empirical Finance, 16 (2). pp. 264-279. DOI https://doi.org/10.1016/j.jempfin.2008.10.002

Vrontos, Spyridon D and Vrontos, Ioannis D and Giamouridis, Daniel (2008) Hedge fund pricing and model uncertainty. Journal of Banking & Finance, 32 (5). pp. 741-753. DOI https://doi.org/10.1016/j.jbankfin.2007.05.011