1
H index
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i10 index
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Citations
Ilias Chronopoulos : Citation Profile
University of Essex | RESEARCH PRODUCTION: 2 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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3 years (2021 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ilias Chronopoulos. | Is cited by:
| Cites to:
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Main data
Where Ilias Chronopoulos has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Essex Finance Centre Working Papers / University of Essex, Essex Business School | 2 |
Recent works citing Ilias Chronopoulos (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper |
| 2025 | Bayesian neural networks for macroeconomic analysis. (2025). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s030440762400188x. Full description at Econpapers || Download paper |
| 2024 | VaR and ES forecasting via recurrent neural network-based stateful models. (2024). Lazar, Emese ; Qiu, Zhiguo ; Nakata, Keiichi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000346. Full description at Econpapers || Download paper |
| 2025 | Learning about tail risk: Machine learning and combination with regularization in market risk management. (2025). Wang, Jianzhou ; Lu, Helen ; Zhang, Dongxue ; Xing, Qianyi. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002135. Full description at Econpapers || Download paper |
| 2024 | Assessing the nexus between currency exchange rate returns, currency risk hedging and international investments: Intelligent network-based analysis. (2024). Pan, Yanchun ; Saleh, Mamdouh Abdulaziz ; Yao, Hongxing ; Naveed, Hafiz Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003007. Full description at Econpapers || Download paper |
| 2024 | Second-Moment/Order Approximations by Kernel Smoothers with Application to Volatility Estimation. (2024). Laparra, Valero ; Martino, Luca ; Belea, Leon ; Curbelo, Ernesto. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:9:p:1406-:d:1388552. Full description at Econpapers || Download paper |
Works by Ilias Chronopoulos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | High Dimensional Generalised Penalised Least Squares In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Kernel-based Volatility Generalised Least Squares In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Choosing between persistent and stationary volatility In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Forecasting Value-at-Risk using deep neural network quantile regression In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2024 | Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression*.(2024) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2023 | Deep Neural Network Estimation in Panel Data Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team