Ilias Chronopoulos
Names
| first: | Ilias |
| last: | Chronopoulos |
Identifer
| RePEc Short-ID: | pch2109 |
Contact
| homepage: | https://www.iliaschronopoulos.com |
Affiliations
-
University of Essex
/ Essex Business School
- EDIRC entry
- location:
Research profile
author of:
- High Dimensional Generalised Penalised Least Squares (RePEc:arx:papers:2207.07055)
by Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios - Kernel-based Volatility Generalised Least Squares (RePEc:eee:ecosta:v:20:y:2021:i:c:p:2-11)
by Chronopoulos, Ilias & Kapetanios, George & Petrova, Katerina - Choosing between persistent and stationary volatility (RePEc:esy:uefcwp:33045)
by Chronopoulos, Ilias & Giraitis, Liudas & Kapetanios, George - Forecasting Value-at-Risk using deep neural network quantile regression (RePEc:esy:uefcwp:34837)
by Chronopoulos, Ilias & Raftapostolos, Aristeidis & Kapetanios, George - Deep Neural Network Estimation in Panel Data Models (RePEc:fip:fedcwq:96408)
by Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos - Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression (RePEc:oup:jfinec:v:22:y:2024:i:3:p:636-669.)
by Ilias Chronopoulos & Aristeidis Raftapostolos & George Kapetanios