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 0 0 0 5 8
A Socio-Finance Model: Inference and empirical application 0 0 0 2 0 0 3 28
A Socio-Finance Model: Inference and empirical application 0 0 0 7 1 1 11 52
A Socio-Finance Model: Inference and empirical application 0 0 0 2 0 0 6 27
A Socio-Finance Model: Inference and empirical application 0 0 0 1 0 0 10 17
Arbitrage-free prediction of the implied volatility smile 0 0 0 11 0 2 9 39
Bayesian prediction of jumps in large panels of time series data 0 0 0 24 0 1 16 58
Communication impacting financial markets 0 0 0 8 0 0 9 34
Communication impacting financial markets 0 0 0 47 1 1 8 49
Communication impacting financial markets 0 0 0 1 0 1 11 20
Communication impacting financial markets 0 0 0 2 0 0 4 7
Communication impacting financial markets 0 0 0 3 0 1 10 34
Communication impacting financial markets 0 0 0 26 0 0 14 58
Inference for stochastic volatility model using time change transformations 0 0 0 50 0 0 23 151
Inference for stochastic volatility models using time change transformations 0 0 0 3 0 1 10 54
Inference for stochastic volatility models using time change transformations 0 0 0 1 0 0 14 38
Likelihood-based inference for correlated diffusions 0 0 0 38 0 0 15 126
Likelihood-based inference for correlated diffusions 0 0 0 5 1 2 10 34
Total Working Papers 0 0 0 231 3 10 188 834

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 7 9
A full-factor multivariate GARCH model 0 0 0 257 0 0 12 603
A novel reversible jump algorithm for generalized linear models 0 0 0 1 0 2 4 22
An application of three bivariate time‐varying volatility models 0 0 0 0 0 1 4 13
Assessment of Athens's metro passenger behaviour via a multiranked probit model 0 0 0 28 0 0 5 122
Bayesian Inference for Generalized Linear and Proportional Hazards Models Via Gibbs Sampling 1 1 3 21 1 1 11 51
Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty 0 0 2 4 1 2 19 28
Bayesian analysis of mortality data 0 0 1 50 0 1 7 153
Bayesian forecasting of mortality rates by using latent Gaussian models 0 0 0 6 1 2 5 26
Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes 0 0 0 141 0 0 5 300
Bayesian model selection for partially observed diffusion models 0 0 0 14 0 0 3 45
Contagion determination via copula and volatility threshold models 0 1 1 25 1 2 8 77
Control variates for estimation based on reversible Markov chain Monte Carlo samplers 0 1 1 10 1 3 9 40
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 0 2 7 99
Efficient Sequential Monte Carlo Algorithms for Integrated Population Models 0 0 0 6 0 1 14 57
Flexible Threshold Models for Modelling Interest Rate Volatility 0 0 0 56 1 1 9 147
Full Bayesian Inference for GARCH and EGARCH Models 0 0 0 0 0 1 14 1,373
Importance sampling from posterior distributions using copula-like approximations 0 0 0 15 0 0 12 82
Interview with Professor Adrian FM Smith 0 0 0 1 0 1 9 21
Model determination for categorical data with factor level merging 0 0 1 8 1 1 9 56
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models 0 0 0 43 0 1 8 141
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models 0 0 0 50 0 0 10 252
Quantification of automobile insurance liability: a Bayesian failure time approach 0 0 0 52 0 0 4 161
Sample size determination for risk‐based tax auditing 0 0 1 9 0 0 9 34
Sovereign risk zones in Europe during and after the debt crisis 0 1 1 10 0 2 7 28
Total Journal Articles 1 4 11 824 7 24 211 3,940

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Statistics updated 2026-10-11