Ilias Chronopoulos

20212022202320242 3 9 5

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g kapetaniosProfessor of Finance and Econometrics, Kings College LondonVerified email at kcl.ac.uk
Aristeidis RaftapostolosLecturer in Finance, King's College LondonVerified email at kcl.ac.uk
Katerina ChrysikouPhD Candidate in Econometrics, King’s College LondonVerified email at kcl.ac.uk
Katerina PetrovaResearch Economist, Federal Reserve Bank of New YorkVerified email at upf.edu
Liudas GiraitisQueen Mary University of LondonVerified email at qmul.ac.uk
James MitchellFederal Reserve Bank of ClevelandVerified email at clev.frb.org

Ilias Chronopoulos

Lecturer in Finance, University of Essex

Verified email at essex.ac.uk - Homepage


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Forecasting Value-at-Risk using deep neural network quantile regression IC Chronopoulos, A Raftapostolos, G Kapetanios Journal of Financial Econometrics, 2023	8	2023
Kernel-based Volatility Generalised Least Squares I Chronopoulos, G Kapetanios, K Petrova Econometrics and Statistics 20, 2-11, 2021	6	2021
High Dimensional Generalised Penalised Least Squares I Chronopoulos, K Chrysikou, G Kapetanios arXiv preprint arXiv:2207.07055, 2022	3	2022
Deep Neural Network Estimation in Panel Data Models I Chronopoulos, K Chrysikou, G Kapetanios, J Mitchell, A Raftapostolos arXiv preprint arXiv:2305.19921, 2023	1	2023
Choosing between persistent and stationary volatility I Chronopoulos, L Giraitis, G Kapetanios The Annals of Statistics 50 (6), 3466-3483, 2022	1	2022
Essays in Econometrics I Chronopoulos KING’S COLLEGE LONDON, 2022		2022

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