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 0 102 1 4 6 278
Total Working Papers 0 0 0 102 1 4 6 278


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 2 253 0 0 7 573
Full Bayesian Inference for GARCH and EGARCH Models 0 0 0 0 1 2 9 1,333
Hedge fund portfolio construction: A comparison of static and dynamic approaches 1 1 4 230 1 2 7 505
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models 0 0 0 40 0 2 6 106
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models 0 0 0 50 0 0 2 230
Total Journal Articles 1 1 6 573 2 6 31 2,747


Statistics updated 2020-11-03