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 4 28
A Socio-Finance Model: Inference and empirical application 0 0 0 0 0 0 6 8
A Socio-Finance Model: Inference and empirical application 0 0 0 2 0 4 6 27
A Socio-Finance Model: Inference and empirical application 0 0 0 7 1 4 11 51
A Socio-Finance Model: Inference and empirical application 0 0 0 1 0 2 13 17
Arbitrage-free prediction of the implied volatility smile 0 0 0 11 0 0 7 37
Bayesian prediction of jumps in large panels of time series data 0 0 0 24 0 7 16 57
Communication impacting financial markets 0 0 0 2 0 2 4 7
Communication impacting financial markets 0 0 0 1 0 3 10 19
Communication impacting financial markets 0 0 0 26 1 3 15 58
Communication impacting financial markets 0 0 0 47 1 5 7 48
Communication impacting financial markets 0 0 0 8 1 4 10 34
Communication impacting financial markets 0 0 0 3 0 4 10 33
Inference for stochastic volatility model using time change transformations 0 0 0 50 0 6 23 150
Inference for stochastic volatility models using time change transformations 0 0 0 3 0 4 10 53
Inference for stochastic volatility models using time change transformations 0 0 0 1 0 2 14 38
Likelihood-based inference for correlated diffusions 0 0 0 38 0 4 15 126
Likelihood-based inference for correlated diffusions 0 0 0 5 0 2 7 31
Total Working Papers 0 0 0 231 4 56 188 822


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 1 6 7
A full-factor multivariate GARCH model 0 0 0 257 0 3 15 603
A novel reversible jump algorithm for generalized linear models 0 0 0 1 0 0 2 20
An application of three bivariate time‐varying volatility models 0 0 0 0 0 1 3 12
Assessment of Athens's metro passenger behaviour via a multiranked probit model 0 0 0 28 0 2 5 122
Bayesian Inference for Generalized Linear and Proportional Hazards Models Via Gibbs Sampling 0 0 3 20 0 4 11 50
Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty 1 1 1 3 3 4 16 25
Bayesian analysis of mortality data 0 1 1 50 0 1 6 152
Bayesian forecasting of mortality rates by using latent Gaussian models 0 0 0 6 0 1 4 24
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 2 3 45
Contagion determination via copula and volatility threshold models 0 0 0 24 0 4 6 75
Control variates for estimation based on reversible Markov chain Monte Carlo samplers 0 0 0 9 0 1 6 37
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 0 1 5 97
Efficient Sequential Monte Carlo Algorithms for Integrated Population Models 0 0 0 6 0 3 13 56
Flexible Threshold Models for Modelling Interest Rate Volatility 0 0 0 56 0 1 8 146
Full Bayesian Inference for GARCH and EGARCH Models 0 0 0 0 1 5 15 1,372
Importance sampling from posterior distributions using copula-like approximations 0 0 0 15 0 2 14 79
Interview with Professor Adrian FM Smith 0 0 0 1 0 5 8 20
Model determination for categorical data with factor level merging 0 0 1 8 0 1 7 54
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models 0 0 0 43 0 1 6 139
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models 0 0 0 50 0 5 10 252
Quantification of automobile insurance liability: a Bayesian failure time approach 0 0 0 52 0 1 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 0 0 9 0 0 6 26
Total Journal Articles 1 2 7 819 4 49 193 3,908


Statistics updated 2026-06-04