Access Statistics for Petros Dellaportas

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
A Socio-Finance Model: Inference and empirical application	0	0	0	1	0	0	1	11
A Socio-Finance Model: Inference and empirical application	0	0	0	7	0	0	3	37
A Socio-Finance Model: Inference and empirical application	0	0	0	2	0	0	6	22
Arbitrage-free prediction of the implied volatility smile	0	0	0	9	0	0	1	20
Communication impacting financial markets	0	0	0	7	0	0	0	20
Communication impacting financial markets	0	0	1	3	1	1	6	17
Communication impacting financial markets	0	0	0	26	0	0	2	40
Communication impacting financial markets	0	0	0	45	0	0	8	33
Inference for stochastic volatility model using time change transformations	0	0	0	49	0	0	2	121
Inference for stochastic volatility models using time change transformations	0	0	0	3	1	1	2	39
Inference for stochastic volatility models using time change transformations	0	0	0	1	0	0	3	20
Likelihood-based inference for correlated diffusions	0	0	3	38	0	0	7	107
Likelihood-based inference for correlated diffusions	0	0	0	4	0	1	2	21
Total Working Papers	0	0	4	195	2	3	43	508

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A full-factor multivariate GARCH model	1	2	3	255	1	2	7	575
A novel reversible jump algorithm for generalized linear models	0	0	0	1	0	0	0	14
Assessment of Athens's metro passenger behaviour via a multiranked probit model	0	0	0	27	0	0	0	114
Bayesian analysis of mortality data	0	0	0	46	0	0	1	134
Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes	0	0	0	138	1	1	2	287
Bayesian model selection for partially observed diffusion models	0	0	0	13	0	0	3	38
Contagion determination via copula and volatility threshold models	0	0	1	22	1	1	2	58
Control variates for estimation based on reversible Markov chain Monte Carlo samplers	0	0	0	7	0	1	1	26
Discussion on the paper by Brooks, Giudici and Roberts	0	0	0	17	0	0	2	92
Flexible Threshold Models for Modelling Interest Rate Volatility	0	0	2	56	0	1	3	134
Full Bayesian Inference for GARCH and EGARCH Models	0	0	0	0	2	3	10	1,335
Model determination for categorical data with factor level merging	0	0	0	7	0	0	0	44
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models	0	0	0	40	0	1	6	107
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models	0	0	0	50	0	0	1	230
Quantification of automobile insurance liability: a Bayesian failure time approach	0	0	0	52	0	0	1	156
Total Journal Articles	1	2	6	731	5	10	39	3,344

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Statistics updated 2021-01-03