Ioannis D. Vrontos

1.1k total citations
49 papers, 640 citations indexed

About

Ioannis D. Vrontos is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Ioannis D. Vrontos has authored 49 papers receiving a total of 640 indexed citations (citations by other indexed papers that have themselves been cited), including 40 papers in Finance, 30 papers in Economics and Econometrics and 20 papers in General Economics, Econometrics and Finance. Recurrent topics in Ioannis D. Vrontos's work include Financial Risk and Volatility Modeling (36 papers), Monetary Policy and Economic Impact (20 papers) and Market Dynamics and Volatility (20 papers). Ioannis D. Vrontos is often cited by papers focused on Financial Risk and Volatility Modeling (36 papers), Monetary Policy and Economic Impact (20 papers) and Market Dynamics and Volatility (20 papers). Ioannis D. Vrontos collaborates with scholars based in Greece, United Kingdom and United States. Ioannis D. Vrontos's 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 and has published in prestigious journals such as Journal of Banking & Finance, Journal of the Operational Research Society and Journal of Business and Economic Statistics.

In The Last Decade

Ioannis D. Vrontos

47 papers receiving 624 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Ioannis D. Vrontos Greece 13 488 393 193 122 65 49 640
Francesco Audrino Switzerland 15 530 1.1× 450 1.1× 162 0.8× 130 1.1× 55 0.8× 62 655
Rogier Quaedvlieg Netherlands 10 471 1.0× 454 1.2× 161 0.8× 130 1.1× 30 0.5× 23 602
Sophia Zhengzi Li United States 9 477 1.0× 364 0.9× 84 0.4× 105 0.9× 35 0.5× 21 628
Davide Pettenuzzo United States 17 586 1.2× 539 1.4× 368 1.9× 214 1.8× 42 0.6× 32 861
Denis Pelletier United States 8 429 0.9× 417 1.1× 199 1.0× 64 0.5× 68 1.0× 21 623
Sassan Alizadeh United States 5 939 1.9× 711 1.8× 266 1.4× 69 0.6× 51 0.8× 6 1.1k
Roel C. A. Oomen United Kingdom 14 619 1.3× 523 1.3× 182 0.9× 59 0.5× 42 0.6× 41 757
Anthony S. Tay Singapore 7 440 0.9× 415 1.1× 294 1.5× 142 1.2× 60 0.9× 14 688
Yong Bao United States 12 285 0.6× 336 0.9× 158 0.8× 63 0.5× 108 1.7× 50 608
Borus Jungbacker Netherlands 6 469 1.0× 460 1.2× 187 1.0× 59 0.5× 41 0.6× 8 608

Countries citing papers authored by Ioannis D. Vrontos

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

20 of 20 papers shown
1.
Vrontos, Ioannis D., et al.. (2022). On tree-structured linear and quantile regression-based asset pricing. Review of Accounting and Finance. 21(3). 204–245. 4 indexed citations
2.
Vrontos, Ioannis D., et al.. (2021). Style Rotation Revisited. Open Access at Essex (University of Essex). 3(2). 110–133. 1 indexed citations
3.
Vrontos, Spyridon D., et al.. (2020). Modeling and predicting U.S. recessions using machine learning techniques. International Journal of Forecasting. 37(2). 647–671. 32 indexed citations
4.
Meligkotsidou, Loukia, et al.. (2019). Forecasting under model uncertainty: Non‐homogeneous hidden Markov models with Pòlya‐Gamma data augmentation. Journal of Forecasting. 39(4). 580–598. 8 indexed citations
5.
Meligkotsidou, Loukia, et al.. (2018). Bayesian analysis of predictive Non-Homogeneous hidden Markov models using Polya-Gamma data augmentation. arXiv (Cornell University). 1 indexed citations
6.
Andersen, Jørgen Vitting, Ioannis D. Vrontos, Πέτρος Δελλαπόρτας, & Serge Galam. (2014). Communication Impacting Financial Markets. SSRN Electronic Journal. 1 indexed citations
7.
Vrontos, Ioannis D.. (2012). Evidence for hedge fund predictability from a multivariate Student's t full-factor GARCH model. Journal of Applied Statistics. 39(6). 1295–1321. 6 indexed citations
8.
Meligkotsidou, Loukia & Ioannis D. Vrontos. (2012). Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies. Journal of Statistical Computation and Simulation. 84(5). 1115–1135. 5 indexed citations
9.
Vrontos, Ioannis D., Loukia Meligkotsidou, & Spyridon D. Vrontos. (2011). Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility. Journal of Asset Management. 12(4). 292–307. 1 indexed citations
10.
Vrontos, Spyridon D., Ioannis D. Vrontos, & Loukia Meligkotsidou. (2009). Asset-Liability Management for Pension Funds in a Time-Varying Volatility Environment. SSRN Electronic Journal. 1 indexed citations
11.
Vrontos, Ioannis D. & Daniel Giamouridis. (2008). Hedge Fund Return Predictability in the Presence of Model Uncertainty and Implications for Wealth Allocation. SSRN Electronic Journal. 4 indexed citations
12.
Meligkotsidou, Loukia & Ioannis D. Vrontos. (2008). Detecting Structural Breaks in Multivariate Financial Time Series: Evidence from Hedge Fund Investment Strategies. SSRN Electronic Journal. 1 indexed citations
13.
Vrontos, Ioannis D., et al.. (2008). A Bayesian Approach to Detecting Nonlinear Risk Exposures in Hedge Fund Strategies. SSRN Electronic Journal. 2 indexed citations
14.
Meligkotsidou, Loukia & Ioannis D. Vrontos. (2007). Detecting Structural Breaks and Identifying Risk Factors in Hedge Fund Returns: A Bayesian Approach. SSRN Electronic Journal.
15.
Vrontos, Spyridon D., Ioannis D. Vrontos, & Daniel Giamouridis. (2006). Hedge Fund Pricing and Model Uncertainty. SSRN Electronic Journal. 5 indexed citations
16.
Giamouridis, Daniel & Ioannis D. Vrontos. (2005). Hedge Fund Portfolio Construction: A Comparison of Static and Dynamic Approaches. SSRN Electronic Journal. 6 indexed citations
17.
Vrontos, Ioannis D., Πέτρος Δελλαπόρτας, & Dimitris N. Politis. (2004). A Full-Factor Multivariate GARCH Model. SSRN Electronic Journal. 4 indexed citations
18.
Meligkotsidou, Loukia, Elias Tzavalis, & Ioannis D. Vrontos. (2004). A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models of economic series. SSRN Electronic Journal. 2 indexed citations
19.
Vrontos, Ioannis D., Πέτρος Δελλαπόρτας, & Dimitris N. Politis. (2000). Full Bayesian Inference for GARCH and EGARCH Models. Journal of Business and Economic Statistics. 18(2). 187–198. 68 indexed citations
20.
Vrontos, Ioannis D., et al.. (1999). A Markov Chain Monte Carlo Convergence Diagnostic Using Subsampling. Journal of Computational and Graphical Statistics. 8(3). 431–451. 11 indexed citations

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.

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