Ioannis D. Vrontos

According to our database, Ioannis D. Vrontos authored at least 3 papers between 2008 and 2019.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2019

Quantile forecast combinations in realised volatility prediction.

Loukia Meligkotsidou, Ekaterini Panopoulou, Ioannis D. Vrontos, Spyridon D. Vrontos

J. Oper. Res. Soc., 2019

2014

A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence.

Loukia Meligkotsidou, Elias Tzavalis, Ioannis D. Vrontos

Stat. Comput., 2014

2008

Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models.

D. Giannikis, Ioannis D. Vrontos, Petros Dellaportas

Comput. Stat. Data Anal., 2008