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Ioannis D. Vrontos
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Out-of-sample equity premium prediction: A complete subset quantile regression approach
Style Rotation Revisited | Portfolio Management Research
IOANNIS VRONTOS - Owner - CMSgroup | LinkedIn
70+ "Vrontos" profiles | LinkedIn
Advanced Econometrics: Based On The Textbook by Verbeek: A Guide To Modern Econometrics | PDF | Ordinary Least Squares | Fixed Effects Model
A Socio-Finance Model: Inference and empirical application
Communication impacting financial markets - Jørgen Vitting Andersen, Ioannis Vrontos, Petros Dellaportas and Serge Galam. December, 14 2013 | PPT
Ιωάννης Βρόντος – ΠΜΣ Βιοστατιστική
Ioannis D. Vrontos
Time-Varying Temporal Dependene in Autoregressive Models - Francisco Blasques, Siem Jan Koopman, Andre Lucas. June 2014 | PPT
Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics | Research profile
PDF) A Socio-Finance Model: Inference and empirical application
Implied volatility directional forecasting: a machine learning approach: Quantitative Finance: Vol 21, No 10
Petros Dellaportas
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Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics | Research profile
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
Working Paper 514
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