Vrontos Ioannis

Department of Statistics
E-mail:
Office Address: 2, Troias, Kimolou & Spetson Str., 4th Floor
Phone: +30 210 - 8203 927

Ioannis Vrontos is Assistant Professor at the Department of Statistics, Athens University of Economics and Business. He has studied at the Athens University of Economics and Business, from where he obtained his B.Sc. in Statistics (1995), his M.Sc. in Statistics (1997) and his Ph.D. is Statistics (2001).

He has published papers in International Journals including the Journal of Empirical Finance, Econometric Reviews, Computational Economics, Journal of Computational and Graphical Statistics, Journal of Business and Economic Statistics, Applied Stochastic Models In Business and Industry, Journal of Forecasting, Econometric Journal, Journal of Banking and Finance, Computational Statistics and Data Analysis, and he has presented scientific papers in many international conferences.

He is referee for many international Journals including the Journal of Applied Econometrics, Journal of Empirical Finance, Journal of Banking and Finance, Journal of Financial Econometrics, Journal of Statistical Planning and Inference, Computational Statistics and Data Analysis, Statistics and Computing, and Statistical modelling: An International Journal.

His research interests include MCMC and Convergence Diagnostics, Bayesian Inference and Bayesian Model Choice, Modelling of Time Series, Financial Econometrics, Hidden Markov Models, Optimal Asset Portfolio Allocation with Classical and Bayesian approaches, and Hedge Funds.

He is a member of the International Society for Bayesian Analysis, of the Institute of Mathematical Statistics, of the Society of Computational Economics and of the Greek Statistical Institute.

Full CV:[pdf]

 

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