Ioannis D. Vrontos

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

 

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Academic Degrees

Academic
Appointments

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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