PDF) A Bayesian Analysis of Unit Roots in Panel Data Models with Cross-Sectional Dependence | Ioannis Vrontos - Academia.edu
Out-of-sample equity premium prediction: A complete subset quantile regression approach
Working Paper 514
Table 5 from Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach | Semantic Scholar
Ioannis Ntzoufras on LinkedIn: Διάκριση για τον I. Βρόντο (Ioannis Vrontos), Αναπληρωτή Καθηγητή του…
A Socio-Finance Model: Inference and empirical application
Table 5 from Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach | Semantic Scholar
Communication impacting financial markets - Jørgen Vitting Andersen, Ioannis Vrontos, Petros Dellaportas and Serge Galam. December, 14 2013 | PPT
Style Rotation Revisited | Portfolio Management Research
Football Northern Territory on X: "National Volunteer Week Football Volunteer Honour Roll (5 to 6 of 6) #nvw2021 https://t.co/6kxpnA90nw" / X
Implied volatility directional forecasting: a machine learning approach: Quantitative Finance: Vol 21, No 10
M.Sc. in Risk | Msc-stats
Ιωάννης Βρόντος – ΠΜΣ Βιοστατιστική
Modeling the Economic and Financial Impact of COVID-19
Ioannis D. Vrontos
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
Faculty | Msc-stats
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Advanced Econometrics: Based On The Textbook by Verbeek: A Guide To Modern Econometrics | PDF | Ordinary Least Squares | Fixed Effects Model
Time-Varying Temporal Dependene in Autoregressive Models - Francisco Blasques, Siem Jan Koopman, Andre Lucas. June 2014 | PPT
Stream Ioannis Hatzinikolaou music | Listen to songs, albums, playlists for free on SoundCloud
PDF) A Socio-Finance Model: Inference and empirical application
Petros Dellaportas
Βρόντος Ιωάννης
