Ioannis D. Vrontos

Associate Professor in the Department of Statistics of Athens University of Economics and Business

 

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Academic
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Publications

Students

Teaching
(in greek)

Research Interests

·         MCMC and Convergence Diagnostics

·         Bayesian Inference and Bayesian Model Choice

·         Modeling of Time Series

·         Financial Econometrics

·         Hidden Markov Models

·         Optimal Asset Portfolio Allocation with Classical and Bayesian approaches

·         Option Pricing

·         Hedge Funds

·         Break-point Models

·         Unit Root testing