Ioannis D. Vrontos
- Finance top 2%
- Economics and Econometrics top 2%
- General Economics, Econometrics and Finance top 5%
- Management Science and Operations Research top 5%
- Statistics and Probability top 5%
- Co-authors
- Spyridon D. VrontosΠέτρος ΔελλαπόρταςLoukia MeligkotsidouDimitris N. PolitisDaniel GiamouridisEkaterini PanopoulouElias TzavalisPanos Xidonas
- Topics
- Financial Risk and Volatility Modeling (36 papers)Monetary Policy and Economic Impact (20 papers)Market Dynamics and Volatility (20 papers)
- Journals
- Journal of Banking & FinanceJournal of the Operational Research SocietyJournal of Business and Economic Statistics
- Partner nations
- GreeceUnited KingdomUnited States
In The Last Decade
Ioannis D. Vrontos
47 papers receiving 624 citations
Peers
Comparison fields: 5 of 62
- Finance 488
- Economics and Econometrics 393
- General Economics, Econometrics and Finance 193
- Management Science and Operations Research 122
- Statistics and Probability 65
Countries citing papers authored by Ioannis D. Vrontos
This map shows the geographic impact of Ioannis D. Vrontos's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ioannis D. Vrontos with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ioannis D. Vrontos more than expected).
Fields of papers citing papers by Ioannis D. Vrontos
This network shows the impact of papers produced by Ioannis D. Vrontos. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ioannis D. Vrontos. The network helps show where Ioannis D. Vrontos may publish in the future.
Co-authorship network of co-authors of Ioannis D. Vrontos
This figure shows the co-authorship network connecting the top 25 collaborators of Ioannis D. Vrontos. A scholar is included among the top collaborators of Ioannis D. Vrontos based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ioannis D. Vrontos. Ioannis D. Vrontos is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 4 | |
| 2 | 1 | |
| 3 | 32 | |
| 4 | 8 | |
| 5 | Bayesian analysis of predictive Non-Homogeneous hidden Markov models using Polya-Gamma data augmentation | 1 |
| 6 | 1 | |
| 7 | 6 | |
| 8 | 5 | |
| 9 | 1 | |
| 10 | 1 | |
| 11 | 4 | |
| 12 | 1 | |
| 13 | 2 | |
| 14 | Detecting Structural Breaks and Identifying Risk Factors in Hedge Fund Returns: A Bayesian Approach | 0 |
| 15 | Hedge Fund Pricing and Model Uncertainty | 5 |
| 16 | 6 | |
| 17 | A Full-Factor Multivariate GARCH Model | 4 |
| 18 | 2 | |
| 19 | 68 | |
| 20 | 11 |
About Ioannis D. Vrontos
Ioannis D. Vrontos is a scholar working on Finance, General Economics, Econometrics and Finance and Management Science and Operations Research, having authored 49 papers that have together received 640 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (36 papers), Monetary Policy and Economic Impact (20 papers) and Market Dynamics and Volatility (20 papers). The work is most often cited by research in Finance (488 citations), General Economics, Econometrics and Finance (193 citations) and Economics and Econometrics (393 citations). Ioannis D. Vrontos has collaborated with scholars based in Greece, United Kingdom and United States. Frequent co-authors include Spyridon D. Vrontos, Πέτρος Δελλαπόρτας, Loukia Meligkotsidou, Dimitris N. Politis, Daniel Giamouridis, Ekaterini Panopoulou, Elias Tzavalis, Panos Xidonas, Serge Galam and Jørgen Vitting Andersen. Their work appears in journals such as Journal of Banking & Finance, Journal of the Operational Research Society and Journal of Business and Economic Statistics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.