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 7 0 3 7 47
A Socio-Finance Model: Inference and empirical application 0 0 0 0 0 4 6 8
A Socio-Finance Model: Inference and empirical application 0 0 0 2 0 2 4 28
A Socio-Finance Model: Inference and empirical application 0 0 0 2 1 1 3 24
A Socio-Finance Model: Inference and empirical application 0 0 0 1 0 3 11 15
Arbitrage-free prediction of the implied volatility smile 0 0 0 11 0 6 7 37
Bayesian prediction of jumps in large panels of time series data 0 0 0 24 0 3 10 50
Communication impacting financial markets 0 0 0 1 0 6 8 16
Communication impacting financial markets 0 0 0 47 1 3 4 44
Communication impacting financial markets 0 0 0 3 1 5 7 30
Communication impacting financial markets 0 0 0 26 0 6 12 55
Communication impacting financial markets 0 0 0 8 0 5 6 30
Communication impacting financial markets 0 0 0 2 0 1 2 5
Inference for stochastic volatility model using time change transformations 0 0 0 50 1 15 19 145
Inference for stochastic volatility models using time change transformations 0 0 0 1 0 10 12 36
Inference for stochastic volatility models using time change transformations 0 0 0 3 0 4 6 49
Likelihood-based inference for correlated diffusions 0 0 0 5 1 3 6 30
Likelihood-based inference for correlated diffusions 0 0 0 38 0 3 12 122
Total Working Papers 0 0 0 231 5 83 142 771

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 5 6
A full-factor multivariate GARCH model 0 0 0 257 0 7 12 600
A novel reversible jump algorithm for generalized linear models 0 0 0 1 0 2 2 20
An application of three bivariate time‐varying volatility models 0 0 0 0 0 1 2 11
Assessment of Athens's metro passenger behaviour via a multiranked probit model 0 0 1 28 0 1 4 120
Bayesian Inference for Generalized Linear and Proportional Hazards Models Via Gibbs Sampling 0 0 4 20 2 4 10 48
Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty 0 0 0 2 0 2 12 21
Bayesian analysis of mortality data 1 1 1 50 1 2 6 152
Bayesian forecasting of mortality rates by using latent Gaussian models 0 0 0 6 0 1 3 23
Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes 0 0 0 141 0 3 5 300
Bayesian model selection for partially observed diffusion models 0 0 0 14 1 1 3 44
Contagion determination via copula and volatility threshold models 0 0 0 24 0 0 2 71
Control variates for estimation based on reversible Markov chain Monte Carlo samplers 0 0 0 9 0 0 5 36
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 0 3 4 96
Efficient Sequential Monte Carlo Algorithms for Integrated Population Models 0 0 0 6 3 6 13 56
Flexible Threshold Models for Modelling Interest Rate Volatility 0 0 0 56 0 2 7 145
Full Bayesian Inference for GARCH and EGARCH Models 0 0 0 0 2 5 12 1,369
Importance sampling from posterior distributions using copula-like approximations 0 0 0 15 2 5 14 79
Interview with Professor Adrian FM Smith 0 0 0 1 2 3 5 17
Model determination for categorical data with factor level merging 0 0 1 8 0 3 6 53
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models 0 0 0 43 0 3 5 138
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models 0 0 0 50 0 4 5 247
Quantification of automobile insurance liability: a Bayesian failure time approach 0 0 0 52 0 2 3 160
Sample size determination for risk‐based tax auditing 0 0 2 9 0 2 10 34
Sovereign risk zones in Europe during and after the debt crisis 0 0 0 9 0 2 6 26
Total Journal Articles 1 1 9 818 13 66 161 3,872

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Statistics updated 2026-04-09