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 2 0 0 0 21
A Socio-Finance Model: Inference and empirical application 0 0 0 0 0 0 1 3
A Socio-Finance Model: Inference and empirical application 0 0 0 2 1 1 3 26
A Socio-Finance Model: Inference and empirical application 0 0 0 1 0 1 4 8
A Socio-Finance Model: Inference and empirical application 0 0 0 7 0 0 1 41
Arbitrage-free prediction of the implied volatility smile 0 0 0 11 0 0 0 30
Bayesian prediction of jumps in large panels of time series data 0 0 0 24 2 3 6 45
Communication impacting financial markets 0 0 0 1 0 0 1 9
Communication impacting financial markets 0 0 0 3 0 1 1 24
Communication impacting financial markets 0 0 0 2 1 1 1 4
Communication impacting financial markets 0 0 0 47 0 0 1 41
Communication impacting financial markets 0 0 1 8 0 0 2 25
Communication impacting financial markets 0 0 0 26 1 4 6 48
Inference for stochastic volatility model using time change transformations 0 0 0 50 0 1 4 129
Inference for stochastic volatility models using time change transformations 0 0 0 3 0 1 4 45
Inference for stochastic volatility models using time change transformations 0 0 0 1 0 1 1 25
Likelihood-based inference for correlated diffusions 0 0 0 38 3 4 6 115
Likelihood-based inference for correlated diffusions 0 0 0 5 0 1 3 25
Total Working Papers 0 0 1 231 8 19 45 664

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 2 2 3
A full-factor multivariate GARCH model 0 0 0 257 0 2 9 593
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 9
Assessment of Athens's metro passenger behaviour via a multiranked probit model 0 0 1 28 0 0 2 117
Bayesian Inference for Generalized Linear and Proportional Hazards Models Via Gibbs Sampling 0 0 2 18 0 0 3 40
Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty 0 0 0 2 1 5 6 14
Bayesian analysis of mortality data 0 0 0 49 2 3 4 149
Bayesian forecasting of mortality rates by using latent Gaussian models 0 0 0 6 1 1 2 22
Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes 0 0 0 141 1 1 3 296
Bayesian model selection for partially observed diffusion models 0 0 0 14 0 0 1 42
Contagion determination via copula and volatility threshold models 0 0 0 24 0 1 1 70
Control variates for estimation based on reversible Markov chain Monte Carlo samplers 0 0 0 9 2 2 2 33
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 2 4 45
Flexible Threshold Models for Modelling Interest Rate Volatility 0 0 0 56 4 5 5 143
Full Bayesian Inference for GARCH and EGARCH Models 0 0 0 0 0 2 3 1,360
Importance sampling from posterior distributions using copula-like approximations 0 0 0 15 1 3 7 72
Interview with Professor Adrian FM Smith 0 0 0 1 0 0 0 12
Model determination for categorical data with factor level merging 0 1 1 8 0 2 2 49
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models 0 0 0 43 2 2 2 135
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models 0 0 0 50 1 1 4 243
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 1 1 2 9 4 5 6 30
Sovereign risk zones in Europe during and after the debt crisis 0 0 0 9 1 2 3 23
Total Journal Articles 1 2 6 815 20 41 72 3,767

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Statistics updated 2025-12-06