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Ioannis D. Vrontos

Ioannis D. Vrontos publishes mostly in Finance, Economics and Econometrics and Statistics and Probability, on topics such as Financial Risk and Volatility Modeling, Bayesian Methods and Mixture Models and Market Dynamics and Volatility.

World rank
#821,516
of 1,633,909 ranked researchers
Rank in Greece
#3,731
of 7,348
Works
15
Citations
88
Citations per work
5.9

What does Ioannis D. Vrontos research?

Finance: 33.3%Economics and Econometrics: 22.2%Statistics and Probability: 16.7%Artificial Intelligence: 11.1%other fields: 16.7%33%top field
Finance33.3%Economics and Econometrics22.2%Statistics and Probability16.7%Artificial Intelligence11.1%other fields16.7%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance33% of their works
  2. 2Economics and Econometrics22% of their works
  3. 3Statistics and Probability17% of their works
  4. 4Artificial Intelligence11% of their works
  5. 5Demography6% of their works
  6. 6Management Science and Operations Research6% of their works

Research topics

Which keywords describe Ioannis D. Vrontos's research?

The keywords of their largest research topics: GARCH Models, Volatility, Asset Pricing, Clustering, Economic Policy Uncertainty, Econophysics, Mixture Models and Model Selection.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 17 words, with their numbers
  1. GARCH Models41 topic
  2. Volatility41 topic
  3. Asset Pricing21 topic
  4. Clustering21 topic
  5. Economic Policy Uncertainty21 topic
  6. Econophysics21 topic
  7. Mixture Models21 topic
  8. Model Selection22 topics
  9. Multifractal Analysis21 topic
  10. Oil Price Shocks21 topic
  11. Stock Returns21 topic
  12. Bayesian Modeling11 topic
  13. Bayesian Monte Carlo11 topic
  14. Markov Chain11 topic
  15. Multiple Imputation11 topic
  16. Regularization11 topic
  17. Variable Selection11 topic

Where does Ioannis D. Vrontos work?

Ioannis D. Vrontos's main affiliation in the publication record is Athens University of Economics and Business, Greece.

How many publications and citations does Ioannis D. Vrontos have?

Science Explorer counts 15 works and 88 citations for Ioannis D. Vrontos, ranking #821,516 of 1,633,909 researchers worldwide on the composite score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.