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 1 0 0 0 20
A Socio-Finance Model: Inference and empirical application 0 0 0 0 0 0 0 1
A Socio-Finance Model: Inference and empirical application 0 0 0 0 0 0 0 3
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 23
Arbitrage-free prediction of the implied volatility smile 0 0 1 11 0 0 3 27
Bayesian prediction of jumps in large panels of time series data 0 1 3 24 1 3 6 38
Communication impacting financial markets 0 0 0 0 0 0 2 6
Communication impacting financial markets 0 0 0 7 0 0 1 23
Communication impacting financial markets 0 0 0 47 0 0 2 40
Communication impacting financial markets 0 0 0 26 0 0 0 42
Communication impacting financial markets 0 0 0 2 0 0 0 2
Communication impacting financial markets 0 0 0 3 0 1 2 22
Inference for stochastic volatility model using time change transformations 0 0 0 50 0 0 0 124
Inference for stochastic volatility models using time change transformations 0 0 0 3 0 0 0 41
Inference for stochastic volatility models using time change transformations 0 0 0 1 0 0 0 22
Likelihood-based inference for correlated diffusions 0 0 0 38 0 0 0 109
Likelihood-based inference for correlated diffusions 0 0 1 5 0 0 1 22
Total Working Papers 0 1 5 227 1 4 17 605

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 0 0 2 580
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 0 0 1 7
Assessment of Athens's metro passenger behaviour via a multiranked probit model 0 0 0 27 0 0 0 115
Bayesian Inference for Generalized Linear and Proportional Hazards Models Via Gibbs Sampling 1 2 5 13 1 2 7 32
Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty 0 0 0 2 0 0 1 6
Bayesian analysis of mortality data 0 0 1 48 0 0 1 140
Bayesian forecasting of mortality rates by using latent Gaussian models 0 1 1 6 0 1 2 20
Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes 0 0 1 141 0 1 2 293
Bayesian model selection for partially observed diffusion models 0 0 0 13 0 0 0 39
Contagion determination via copula and volatility threshold models 0 0 0 22 0 0 0 60
Control variates for estimation based on reversible Markov chain Monte Carlo samplers 0 0 1 8 0 0 1 30
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 0 0 1 38
Flexible Threshold Models for Modelling Interest Rate Volatility 0 0 0 56 0 0 0 135
Full Bayesian Inference for GARCH and EGARCH Models 0 0 0 0 2 4 7 1,353
Importance sampling from posterior distributions using copula-like approximations 0 1 1 13 0 1 2 59
Interview with Professor Adrian FM Smith 0 0 0 1 1 1 2 8
Model determination for categorical data with factor level merging 0 0 0 7 0 0 1 46
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models 0 0 0 42 1 2 2 112
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models 0 0 0 50 0 0 1 234
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 2 3 0 3 8 17
Sovereign risk zones in Europe during and after the debt crisis 1 1 3 9 1 1 3 20
Total Journal Articles 2 5 15 794 6 16 44 3,612

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Statistics updated 2023-06-05