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 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
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


Statistics updated 2021-01-03