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 1 102 0 0 3 272
Total Working Papers 0 0 1 102 0 0 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 1 3 252 2 4 13 570
Full Bayesian Inference for GARCH and EGARCH Models 0 0 0 0 0 1 10 1,325
Hedge fund portfolio construction: A comparison of static and dynamic approaches 0 1 6 227 1 2 12 500
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models 0 0 0 40 3 4 4 104
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models 0 0 0 50 1 2 4 230
Total Journal Articles 0 2 9 569 7 13 43 2,729


Statistics updated 2020-02-04