Access Statistics for Ilias Chronopoulos

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
Choosing between persistent and stationary volatility 1 1 1 58 1 2 4 93
Deep Neural Network Estimation in Panel Data Models 0 0 0 26 1 9 12 42
Forecasting Value-at-Risk using deep neural network quantile regression 1 2 4 68 1 14 28 96
High Dimensional Generalised Penalised Least Squares 0 0 0 28 1 6 10 55
Total Working Papers 2 3 5 180 4 31 54 286


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression* 0 2 5 7 11 21 42 51
Kernel-based Volatility Generalised Least Squares 0 0 1 11 3 8 13 39
Total Journal Articles 0 2 6 18 14 29 55 90


Statistics updated 2026-03-04