Citation profile for Ilias Chronopoulos

Ilias Chronopoulos : Citation Profile

University of Essex

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Citations

RESEARCH PRODUCTION:

Articles

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:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch2109
   Updated: 2024-11-06    RAS profile: 2024-08-10
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Relations with other researchers

Works with:

Kapetanios, George (5)

Raftapostolos, Aristeidis (2)

Chrysikou, Katerina (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)

Monfort, Alain (1)

Chudik, Alexander (1)

Wolf, Michael (1)

Jewitt, Ian (1)

Athey, Susan (1)

hsiao, cheng (1)

Chesher, Andrew (1)

Hansen, Christian (1)

Fernandez-Val, Ivan (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 School	2

Recent works citing Ilias Chronopoulos (2024 and 2023)

Year	Title of citing document
2023	High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers \|\| Download paper
2024	From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers \|\| Download paper
2024	VaR 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	. 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	4
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: 4	article
2023	Deep Neural Network Estimation in Panel Data Models In: Working Papers. [Full Text][Citation analysis]	paper	0