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Full article: Implied volatility directional forecasting: a machine learning approach
M.Sc. in Risk | Msc-stats
Ioannis Vrontos - Associate Professor, Department of Statistics - Athens University of Economics and Business | LinkedIn
A Bayesian Approach to Detecting Nonlinear Risk Exposures in Hedge Fund Strategies
Justin Williams - Founder CEO @ Noteworth - Crunchbase Person Profile
70+ "Vrontos" profiles | LinkedIn
Evidence for Hedge Fund Predictability from a Multivariate Student-t Full-Factor GARCH Model
Communication impacting financial markets - Jørgen Vitting Andersen, …
Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics | Research profile
PDF) Implied volatility directional forecasting: a machine learning approach
Ioannis D. Vrontos
Ioannis D. Vrontos
Ioannis D. Vrontos
70+ "Vrontos" profiles | LinkedIn
Asset-Liability Management for Pension Funds in a Time-Varying Volatility Environment∗
A Dynamic Factor Model: Inference and Empirical Application. Ioannis …
Ιωάννης Βρόντος – ΠΜΣ Βιοστατιστική
Vrontos Ioannis | Athens University of Economics and Business
Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics | Research profile
A Dynamic Factor Model: Inference and Empirical Application. Ioannis …
Modeling the Economic and Financial Impact of COVID-19
A Dynamic Factor Model: Inference and Empirical Application. Ioannis …
Out-of-sample equity premium prediction: a complete subset quantile regression approach: The European Journal of Finance: Vol 27, No 1-2
Stream Ioannis Hatzinikolaou music | Listen to songs, albums, playlists for free on SoundCloud
Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
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