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 1 1 1 102 1 2 3 272
Total Working Papers 1 1 1 102 1 2 3 272


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 0 0 3 251 2 3 13 566
Full Bayesian Inference for GARCH and EGARCH Models 0 0 0 0 0 2 7 1,321
Hedge fund portfolio construction: A comparison of static and dynamic approaches 0 0 4 224 0 1 8 494
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models 0 0 0 40 0 0 0 100
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models 0 0 0 50 1 2 6 228
Total Journal Articles 0 0 7 565 3 8 34 2,709


Statistics updated 2019-09-09