Access Statistics for Petros Dellaportas

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Socio-Finance Model: Inference and empirical application 0 0 0 7 0 0 0 40
A Socio-Finance Model: Inference and empirical application 0 0 0 2 0 0 0 21
A Socio-Finance Model: Inference and empirical application 0 0 0 0 0 0 0 2
A Socio-Finance Model: Inference and empirical application 0 0 0 2 0 1 1 24
A Socio-Finance Model: Inference and empirical application 0 0 1 1 0 0 1 4
Arbitrage-free prediction of the implied volatility smile 0 0 0 11 0 0 2 30
Bayesian prediction of jumps in large panels of time series data 0 0 0 24 0 0 0 39
Communication impacting financial markets 0 0 0 3 0 0 0 23
Communication impacting financial markets 0 0 0 26 0 1 1 43
Communication impacting financial markets 0 0 0 2 0 0 1 3
Communication impacting financial markets 0 0 0 47 0 0 0 40
Communication impacting financial markets 0 0 1 1 0 0 1 8
Communication impacting financial markets 1 1 1 8 1 1 1 24
Inference for stochastic volatility model using time change transformations 0 0 0 50 1 1 1 126
Inference for stochastic volatility models using time change transformations 0 0 0 3 0 1 1 42
Inference for stochastic volatility models using time change transformations 0 0 0 1 0 0 1 24
Likelihood-based inference for correlated diffusions 0 0 0 5 0 0 0 22
Likelihood-based inference for correlated diffusions 0 0 0 38 0 0 0 109
Total Working Papers 1 1 3 231 2 5 11 624

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simulation Approach to Nonparametric Empirical Bayes Analysis 0 0 0 0 0 0 0 1
A full-factor multivariate GARCH model 0 0 0 257 2 4 6 588
A novel reversible jump algorithm for generalized linear models 0 0 0 1 0 0 0 18
An application of three bivariate time‐varying volatility models 0 0 0 0 1 1 2 9
Assessment of Athens's metro passenger behaviour via a multiranked probit model 0 0 0 27 0 1 1 116
Bayesian Inference for Generalized Linear and Proportional Hazards Models Via Gibbs Sampling 0 0 2 16 0 1 4 38
Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty 0 0 0 2 0 1 1 9
Bayesian analysis of mortality data 0 0 0 49 0 1 2 146
Bayesian forecasting of mortality rates by using latent Gaussian models 0 0 0 6 0 0 0 20
Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes 0 0 0 141 1 2 2 295
Bayesian model selection for partially observed diffusion models 0 0 1 14 0 0 2 41
Contagion determination via copula and volatility threshold models 0 0 2 24 0 0 5 69
Control variates for estimation based on reversible Markov chain Monte Carlo samplers 0 0 1 9 0 0 1 31
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 0 0 0 92
Efficient Sequential Monte Carlo Algorithms for Integrated Population Models 0 0 0 6 2 2 3 43
Flexible Threshold Models for Modelling Interest Rate Volatility 0 0 0 56 0 0 2 138
Full Bayesian Inference for GARCH and EGARCH Models 0 0 0 0 0 0 1 1,357
Importance sampling from posterior distributions using copula-like approximations 0 0 1 15 0 0 3 65
Interview with Professor Adrian FM Smith 0 0 0 1 0 0 0 12
Model determination for categorical data with factor level merging 0 0 0 7 0 0 0 47
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models 0 0 0 43 0 0 11 133
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models 0 0 0 50 0 3 7 242
Quantification of automobile insurance liability: a Bayesian failure time approach 0 0 0 52 0 0 0 157
Sample size determination for risk‐based tax auditing 0 0 1 7 0 0 2 24
Sovereign risk zones in Europe during and after the debt crisis 0 0 0 9 0 0 0 20
Total Journal Articles 0 0 8 809 6 16 55 3,711

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Statistics updated 2025-03-03