Dr Ilias Chronopoulos
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Email
ilias.chronopoulos@essex.ac.uk -
Telephone
+44 (0) 1206 876344
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Location
EBS.2.67, Colchester Campus
Profile
Qualifications
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PhD in Econometrics King's College London, (2022)
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MRes in Economics Queen Mary University of London, (2017)
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MSc in Economics Queen Mary University of London, (2016)
Appointments
University of Essex
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Lecturer in Finance, University of Essex (1/4/2022 - present)
Teaching and supervision
Current teaching responsibilities
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Financial Modelling (BE314)
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Empirical Finance (BE333)
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Professional and Academic Development (Finance) (BE908)
Publications
Publications (1)
Chronopoulos, I., Chrysikou, K. and Kapetanios, G., (2022). High Dimensional Generalised Penalised Least Squares
Journal articles (2)
Chronopoulos, IC., Giraitis, L. and Kapetanios, G., (2022). Choosing between persistent and stationary volatility. Annals of Statistics. 50 (6), 3466-3483
Chronopoulos, I., Kapetanios, G. and Petrova, K., (2021). Kernel-based Volatility Generalised Least Squares. Econometrics and Statistics. 20, 2-11
Reports and Papers (2)
Chronopoulos, I., Raftapostolos, A. and Kapetanios, G., (2023). Forecasting Value-at-Risk using deep neural network quantile regression
Chronopoulos, I., Giraitis, L. and Kapetanios, G., (2022). Choosing between persistent and stationary volatility