Concepedia

Ioannis D. Vrontos

ID

Statistics

Publications

21

Citations

927

H-Index

16

Active since

1999

Affiliations

Athens University of Economics and Business(Current)

National and Kapodistrian University of Athens

University of Essex

University of Piraeus

University of Kent

Ioannis D. Vrontos is an author at Athens University of Economics and Business specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessStatisticsEngineeringAsset PricingManagementForecastingPredictive AnalyticsFinancial EngineeringEconometrics

Publications per year

1999–2021

21

Publications

21

A full-factor multivariate GARCH model

Ioannis D. Vrontos, Dimitris N. Politis · Econometrics Journal · 2003 · 148 citations

Volatility Modeling, Engineering, Bayesian Econometrics +23

Full Bayesian Inference for GARCH and EGARCH Models

Ioannis D. Vrontos, Dimitris N. Politis · Journal of Business and Economic Statistics · 2000 · 135 citations

Volatility Modeling, Bayesian Statistics, Bayesian Paradigm +14

Quantile regression analysis of hedge fund strategies

Loukia Meligkotsidou, Ioannis D. Vrontos, Spyridon D. Vrontos · Journal of Empirical Finance · 2008 · 86 citations

Fund Management, Hedge Fund, Management +7

Hedge fund portfolio construction: A comparison of static and dynamic approaches

Daniel Giamouridis, Ioannis D. Vrontos · Journal of Banking & Finance · 2006 · 77 citations

Dynamic Approaches, Portfolio Optimization, Asset Pricing +10

Hedge fund pricing and model uncertainty

Spyridon D. Vrontos, Ioannis D. Vrontos, Daniel Giamouridis · Journal of Banking & Finance · 2007 · 59 citations

Financial Economics, Asset Pricing, Hedge Fund Pricing +5

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