People

Dr Ilias Chronopoulos

Lecturer
EBS - Finance
Dr Ilias Chronopoulos

Profile

Qualifications

  • PhD in Econometrics King's College London, (2022)

  • MRes in Economics Queen Mary University of London, (2017)

  • MSc in Economics Queen Mary University of London, (2016)

Teaching and supervision

Current teaching responsibilities

  • Financial Modelling (BE314)

  • Empirical Finance (BE333)

Publications

Publications (1)

Chronopoulos, I., Chrysikou, K. and Kapetanios, G., (2022). High Dimensional Generalised Penalised Least Squares

Journal articles (1)

Chronopoulos, I., Kapetanios, G. and Petrova, K., (2021). Kernel-based Volatility Generalised Least Squares. Econometrics and Statistics. 20, 2-11

Reports and Papers (1)

Chronopoulos, I., Giraitis, L. and Kapetanios, G., (2022). Choosing between persistent and stationary volatility

Contact

ilias.chronopoulos@essex.ac.uk
+44 (0) 1206 876344

Location:

EBS.2.67, Colchester Campus