Ilias Chronopoulos : Citation Profile


Are you Ilias Chronopoulos?

University of Essex

1

H index

0

i10 index

4

Citations

RESEARCH PRODUCTION:

2

Articles

4

Papers

RESEARCH ACTIVITY:

   4 years (2020 - 2024). See details.
   Cites by year: 1
   Journals where Ilias Chronopoulos has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch2109
   Updated: 2024-11-08    RAS profile: 2024-08-10    
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Relations with other researchers


Works with:

Kapetanios, George (5)

Chrysikou, Katerina (2)

Raftapostolos, Aristeidis (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ilias Chronopoulos.

Is cited by:

Lazar, Emese (1)

Cites to:

Kapetanios, George (3)

Pesaran, Mohammad (2)

gourieroux, christian (1)

Wolf, Michael (1)

yates, anthony (1)

Chernozhukov, Victor (1)

Tsybakov, Alexandre (1)

Spagnolo, Nicola (1)

Caporale, Guglielmo Maria (1)

Weidner, Martin (1)

Athey, Susan (1)

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 School2

Recent works citing Ilias Chronopoulos (2024 and 2023)


YearTitle of citing document
2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024VaR and ES forecasting via recurrent neural network-based stateful models. (2024). Lazar, Emese ; Nakata, Keiichi ; Qiu, Zhiguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000346.

Full description at Econpapers || Download paper

2024.

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Works by Ilias Chronopoulos:


YearTitleTypeCited
2023High Dimensional Generalised Penalised Least Squares In: Papers.
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paper0
2021Kernel-based Volatility Generalised Least Squares In: Econometrics and Statistics.
[Full Text][Citation analysis]
article0
2022Choosing between persistent and stationary volatility In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
paper0
2023Forecasting Value-at-Risk using deep neural network quantile regression In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
paper4
2024Forecasting 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: 4
article
2023Deep Neural Network Estimation in Panel Data Models In: Working Papers.
[Full Text][Citation analysis]
paper0

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