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 2 4 28
A Socio-Finance Model: Inference and empirical application 0 0 0 7 1 6 7 47
A Socio-Finance Model: Inference and empirical application 0 0 0 0 0 5 6 8
A Socio-Finance Model: Inference and empirical application 0 0 0 2 0 2 2 23
A Socio-Finance Model: Inference and empirical application 0 0 0 1 0 7 11 15
Arbitrage-free prediction of the implied volatility smile 0 0 0 11 2 7 7 37
Bayesian prediction of jumps in large panels of time series data 0 0 0 24 0 5 11 50
Communication impacting financial markets 0 0 0 2 0 1 2 5
Communication impacting financial markets 0 0 0 8 1 5 6 30
Communication impacting financial markets 0 0 0 47 1 2 3 43
Communication impacting financial markets 0 0 0 1 1 7 8 16
Communication impacting financial markets 0 0 0 26 3 7 12 55
Communication impacting financial markets 0 0 0 3 1 5 6 29
Inference for stochastic volatility model using time change transformations 0 0 0 50 4 15 18 144
Inference for stochastic volatility models using time change transformations 0 0 0 3 0 4 7 49
Inference for stochastic volatility models using time change transformations 0 0 0 1 1 11 12 36
Likelihood-based inference for correlated diffusions 0 0 0 5 1 4 7 29
Likelihood-based inference for correlated diffusions 0 0 0 38 0 7 13 122
Total Working Papers 0 0 0 231 16 102 142 766

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 3 5 6
A full-factor multivariate GARCH model 0 0 0 257 3 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 2 2 11
Assessment of Athens's metro passenger behaviour via a multiranked probit model 0 0 1 28 0 3 4 120
Bayesian Inference for Generalized Linear and Proportional Hazards Models Via Gibbs Sampling 0 2 4 20 0 6 8 46
Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty 0 0 0 2 1 7 12 21
Bayesian analysis of mortality data 0 0 0 49 0 2 5 151
Bayesian forecasting of mortality rates by using latent Gaussian models 0 0 0 6 1 1 3 23
Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes 0 0 0 141 0 4 5 300
Bayesian model selection for partially observed diffusion models 0 0 0 14 0 1 2 43
Contagion determination via copula and volatility threshold models 0 0 0 24 0 1 2 71
Control variates for estimation based on reversible Markov chain Monte Carlo samplers 0 0 0 9 0 3 5 36
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 1 4 4 96
Efficient Sequential Monte Carlo Algorithms for Integrated Population Models 0 0 0 6 1 8 10 53
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 0 7 10 1,367
Importance sampling from posterior distributions using copula-like approximations 0 0 0 15 1 5 12 77
Interview with Professor Adrian FM Smith 0 0 0 1 1 3 3 15
Model determination for categorical data with factor level merging 0 0 1 8 0 4 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 1 4 5 247
Quantification of automobile insurance liability: a Bayesian failure time approach 0 0 0 52 0 3 3 160
Sample size determination for risk‐based tax auditing 0 0 2 9 2 4 10 34
Sovereign risk zones in Europe during and after the debt crisis 0 0 0 9 0 3 6 26
Total Journal Articles 0 2 8 817 12 92 148 3,859

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Statistics updated 2026-03-04