Access Statistics for Ioannis Vrontos
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models | 0 | 0 | 6 | 77 | 2 | 2 | 16 | 162 |
| Total Working Papers | 0 | 0 | 6 | 77 | 2 | 2 | 16 | 162 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A full-factor multivariate GARCH model | 1 | 2 | 18 | 212 | 2 | 3 | 36 | 446 |
| Full Bayesian Inference for GARCH and EGARCH Models | 0 | 0 | 0 | 0 | 2 | 11 | 72 | 1,061 |
| Hedge fund portfolio construction: A comparison of static and dynamic approaches | 0 | 3 | 23 | 167 | 3 | 12 | 50 | 321 |
| Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models | 1 | 1 | 12 | 25 | 1 | 2 | 18 | 48 |
| Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models | 2 | 5 | 11 | 34 | 3 | 8 | 39 | 110 |
| Total Journal Articles | 4 | 11 | 64 | 438 | 11 | 36 | 215 | 1,986 |
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