Access Statistics for Kostas Triantafyllopoulos

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Dynamic modeling of mean-reverting spreads for statistical arbitrage	0	0	1	430	2	6	11	1,062
Fast estimation of multivariate stochastic volatility	0	0	0	22	1	1	2	60
Flexible least squares for temporal data mining and statistical arbitrage	0	0	2	132	1	2	6	351
Forecasting with time-varying vector autoregressive models	0	3	4	92	0	4	7	251
Multivariate stochastic volatility modelling using Wishart autoregressive processes	0	0	0	54	1	2	4	65
Multivariate stochastic volatility using state space models	0	0	2	56	0	0	4	119
Multivariate stochastic volatility with Bayesian dynamic linear models	0	0	0	123	1	2	4	368
Total Working Papers	0	3	9	909	6	17	38	2,276

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Bayesian analysis of moving average processes with time-varying parameters	0	0	0	77	1	1	2	170
A note on state space representations of locally stationary wavelet time series	0	0	0	26	1	1	1	62
Covariance estimation for multivariate conditionally Gaussian dynamic linear models	0	0	0	40	3	4	7	173
Decomposition of time series models in state-space form	0	0	0	46	0	0	0	132
Dynamic Non-parametric Monitoring of Air-Pollution	0	0	0	2	0	0	1	9
Dynamic modeling of mean-reverting spreads for statistical arbitrage	1	1	4	162	1	3	12	461
Feedback quality adjustment with Bayesian state‐space models	0	0	0	0	1	1	2	5
Generalized Linear Models for Flexible Parametric Modeling of the Hazard Function	0	0	0	0	1	2	4	14
Inference of Dynamic Generalized Linear Models: On‐Line Computation and Appraisal	0	0	0	26	0	1	1	57
Missing observation analysis for matrix-variate time series data	0	0	0	8	1	1	1	40
Multivariate Bayesian Regression Applied to the Problem of Network Security	0	0	0	1	1	1	2	426
Multivariate discount weighted regression and local level models	0	0	0	14	0	0	0	67
Multi‐variate stochastic volatility modelling using Wishart autoregressive processes	0	0	0	11	1	1	1	40
Real‐time covariance estimation for the local level model	0	0	0	0	0	0	0	57
Time-varying vector autoregressive models with stochastic volatility	0	1	1	100	0	1	3	291
Total Journal Articles	1	2	5	513	11	17	37	2,004

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Statistics updated 2025-12-06