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 3 28
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 1 0 0 10 17
A Socio-Finance Model: Inference and empirical application 0 0 0 7 0 1 10 51
A Socio-Finance Model: Inference and empirical application 0 0 0 2 0 0 6 27
Arbitrage-free prediction of the implied volatility smile 0 0 0 11 1 1 8 38
Bayesian prediction of jumps in large panels of time series data 0 0 0 24 0 0 16 57
Communication impacting financial markets 0 0 0 3 0 0 10 33
Communication impacting financial markets 0 0 0 26 0 1 15 58
Communication impacting financial markets 0 0 0 1 0 0 10 19
Communication impacting financial markets 0 0 0 2 0 0 4 7
Communication impacting financial markets 0 0 0 47 0 1 7 48
Communication impacting financial markets 0 0 0 8 0 1 10 34
Inference for stochastic volatility model using time change transformations 0 0 0 50 0 1 23 151
Inference for stochastic volatility models using time change transformations 0 0 0 3 0 0 10 53
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 0 1 8 32
Total Working Papers 0 0 0 231 1 7 184 825

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 8 9
A full-factor multivariate GARCH model 0 0 0 257 0 0 15 603
A novel reversible jump algorithm for generalized linear models 0 0 0 1 1 1 3 21
An application of three bivariate time‐varying volatility models 0 0 0 0 0 0 3 12
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 0 0 3 20 0 0 11 50
Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty 0 2 2 4 1 5 18 27
Bayesian analysis of mortality data 0 0 1 50 1 1 7 153
Bayesian forecasting of mortality rates by using latent Gaussian models 0 0 0 6 1 1 4 25
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 1 1 1 25 1 1 7 76
Control variates for estimation based on reversible Markov chain Monte Carlo samplers 1 1 1 10 2 2 8 39
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 2 2 7 99
Efficient Sequential Monte Carlo Algorithms for Integrated Population Models 0 0 0 6 0 0 13 56
Flexible Threshold Models for Modelling Interest Rate Volatility 0 0 0 56 0 0 8 146
Full Bayesian Inference for GARCH and EGARCH Models 0 0 0 0 1 2 15 1,373
Importance sampling from posterior distributions using copula-like approximations 0 0 0 15 0 3 15 82
Interview with Professor Adrian FM Smith 0 0 0 1 0 0 8 20
Model determination for categorical data with factor level merging 0 0 1 8 0 1 8 55
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models 0 0 0 43 1 2 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 0 0 9 1 1 6 27
Total Journal Articles 2 4 10 822 12 24 208 3,928

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Statistics updated 2026-08-07