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Ilias Chronopoulos

Personal Details

First Name:Ilias
Middle Name:
Last Name:Chronopoulos
Suffix:
RePEc Short-ID:pch2109
[This author has chosen not to make the email address public]
https://www.iliaschronopoulos.com

Affiliation

Essex Business School
University of Essex

Colchester, United Kingdom
https://www.essex.ac.uk/departments/essex-business-school/
RePEc:edi:daessuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Chronopoulos, Ilias & Raftapostolos, Aristeidis & Kapetanios, George, 2023. "Forecasting Value-at-Risk using deep neural network quantile regression," Essex Finance Centre Working Papers 34837, University of Essex, Essex Business School.
  2. Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos, 2023. "Deep Neural Network Estimation in Panel Data Models," Working Papers 23-15, Federal Reserve Bank of Cleveland.
  3. Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios, 2022. "High Dimensional Generalised Penalised Least Squares," Papers 2207.07055, arXiv.org, revised Oct 2023.
  4. Chronopoulos, Ilias & Giraitis, Liudas & Kapetanios, George, 2022. "Choosing between persistent and stationary volatility," Essex Finance Centre Working Papers 33045, University of Essex, Essex Business School.

Articles

  1. Chronopoulos, Ilias & Kapetanios, George & Petrova, Katerina, 2021. "Kernel-based Volatility Generalised Least Squares," Econometrics and Statistics, Elsevier, vol. 20(C), pages 2-11.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Chronopoulos, Ilias & Raftapostolos, Aristeidis & Kapetanios, George, 2023. "Forecasting Value-at-Risk using deep neural network quantile regression," Essex Finance Centre Working Papers 34837, University of Essex, Essex Business School.

    Cited by:

    1. Christis Katsouris, 2023. "High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods," Papers 2308.16192, arXiv.org.
    2. Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber, 2023. "From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks," Papers 2311.16333, arXiv.org.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2022-07-18 2022-09-05 2023-02-27 2023-07-24. Author is listed
  2. NEP-BIG: Big Data (2) 2023-02-27 2023-07-24. Author is listed
  3. NEP-CMP: Computational Economics (2) 2023-02-27 2023-07-24. Author is listed
  4. NEP-ETS: Econometric Time Series (2) 2022-07-18 2022-09-05. Author is listed
  5. NEP-DEM: Demographic Economics (1) 2022-07-18. Author is listed
  6. NEP-FOR: Forecasting (1) 2023-02-27. Author is listed
  7. NEP-RMG: Risk Management (1) 2023-02-27. Author is listed

Corrections

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