Ioannis D. Vrontos
Assistant Professor in the Department of Statistics of Athens University of Economics and Business
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Academic Degrees
AcademicAppointments
Research Interests
Publications
Students
Teaching (in greek)
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
Ioannis D. Vrontos