People

Dr Ilias Chronopoulos

Lecturer
EBS - Finance
Dr Ilias Chronopoulos

Profile

Biography

Ilias Chronopoulos is a Lecturer in Finance at Essex Business School. He joined the University of Essex 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

  • PhD in Econometrics King's College London, (2022)

  • MRes in Economics Queen Mary University of London, (2017)

  • MSc in Economics Queen Mary University of London, (2016)

Appointments

University of Essex

  • Lecturer in Finance, University of Essex (1/4/2022 - present)

Teaching and supervision

Current teaching responsibilities

  • Financial Modelling (BE314)

  • Financial Time Series: Methods and Applications (BE372)

  • Professional and Academic Development (Finance) (BE908)

  • Research Methods in Financial Econometrics (BE990)

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). Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression. Journal of Financial Econometrics

Chronopoulos, IC., Giraitis, L. and Kapetanios, G., (2022). Choosing between persistent and stationary volatility. 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). Forecasting Value-at-Risk using deep neural network quantile regression

Chronopoulos, I., Giraitis, L. and Kapetanios, G., (2022). Choosing between persistent and stationary volatility

Contact

ilias.chronopoulos@essex.ac.uk
+44 (0) 1206 876344

Location:

EBS.2.67, Colchester Campus