Implied volatility directional forecasting: a machine learning approach: Quantitative Finance: Vol 21, No 10
Out-of-sample equity premium prediction: a complete subset quantile regression approach: The European Journal of Finance: Vol 27, No 1-2
Ioannis Vrontos - Associate Professor, Department of Statistics - Athens University of Economics and Business | LinkedIn
Ioannis Vrontos - Associate Professor, Department of Statistics - Athens University of Economics and Business | LinkedIn
Ioannis Vrontos - Associate Professor, Department of Statistics - Athens University of Economics and Business | LinkedIn
![Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics](https://www.researchgate.net/profile/Ioannis-Vrontos/publication/266748136/figure/fig1/AS:613921710952499@1523381750629/Changing-the-bullishness-in-a-population-via-communications-in-subgroups-a-At-the_Q320.jpg)
Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics
![Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics](https://www.researchgate.net/profile/Ioannis-Vrontos/publication/227361148/figure/fig1/AS:646087597645826@1531050695530/Real-interest-rates-series-with-posterior-distribution-of-the-break-date-and-ZA-test_Q320.jpg)
Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics
![Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics](https://www.researchgate.net/profile/Serge-Galam/publication/282935487/figure/tbl3/AS:614303828807708@1523472854535/Maximum-likelihood-estimation-results-of-the-first-simulation-experiment-T-2000_Q320.jpg)