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
Biography
Ilias Chronopoulos is a Lecturer in Finance at 糖心Vlog Business School. He joined the 糖心Vlog in 2022 after completing his PhD in Econometrics at King's College London. Ilias' research interests include financial econometrics, high-dimensional statistics, time series and machine learning. His work has been published in internationally recognised academic journals, including the Annals of Statistics and Journal of Financial Econometrics.
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
糖心Vlog
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Lecturer in Finance, 糖心Vlog (1/4/2022 - present)
Research and professional activities
Research interests
Econometrics
High-dimensional Econometrics
Teaching and supervision
Current teaching responsibilities
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Financial Modelling (BE314)
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Financial Time Series: Methods and Applications (BE372)
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Professional and Academic Development (Finance) (BE908)
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Research Methods in Financial Econometrics (BE990)
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Student Success Tutorial (BE917)
Publications
Publications (2)
Chronopoulos, I., Chrysikou, K., Kapetanios, G., Mitchell, J. and Raftapostolos, A., (2023). Deep Neural Network Estimation in Panel Data Models
Chronopoulos, I., Chrysikou, K. and Kapetanios, G., (2022). High Dimensional Generalised Penalised Least Squares
Journal articles (3)
Chronopoulos, I., Raftapostolos, A. and Kapetanios, G., (2023). . Journal of Financial Econometrics. 22 (3), 636-669
Chronopoulos, IC., Giraitis, L. and Kapetanios, G., (2022). . 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).
Chronopoulos, I., Giraitis, L. and Kapetanios, G., (2022).
