Access Statistics for Kostas Triantafyllopoulos

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
Dynamic modeling of mean-reverting spreads for statistical arbitrage 0 0 1 431 3 7 22 1,075
Fast estimation of multivariate stochastic volatility 0 0 0 22 0 0 2 61
Flexible least squares for temporal data mining and statistical arbitrage 0 0 1 132 2 2 9 357
Forecasting with time-varying vector autoregressive models 0 0 3 92 4 6 14 261
Multivariate stochastic volatility modelling using Wishart autoregressive processes 0 0 0 54 4 5 22 83
Multivariate stochastic volatility using state space models 0 0 2 56 0 1 9 125
Multivariate stochastic volatility with Bayesian dynamic linear models 0 0 0 123 1 4 11 377
Total Working Papers 0 0 7 910 14 25 89 2,339

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian analysis of moving average processes with time-varying parameters 0 0 0 77 0 0 4 173
A note on state space representations of locally stationary wavelet time series 0 0 0 26 3 4 6 67
Covariance estimation for multivariate conditionally Gaussian dynamic linear models 0 0 1 41 2 4 14 182
Decomposition of time series models in state-space form 0 0 0 46 0 1 5 137
Dynamic Non-parametric Monitoring of Air-Pollution 0 0 0 2 1 1 7 16
Dynamic modeling of mean-reverting spreads for statistical arbitrage 0 0 2 163 2 11 25 478
Feedback quality adjustment with Bayesian state‐space models 0 0 0 0 2 4 7 11
Generalized Linear Models for Flexible Parametric Modeling of the Hazard Function 0 0 0 0 1 3 8 20
Inference of Dynamic Generalized Linear Models: On‐Line Computation and Appraisal 0 0 0 26 0 0 2 58
Missing observation analysis for matrix-variate time series data 0 0 0 8 3 5 7 46
Multivariate Bayesian Regression Applied to the Problem of Network Security 0 0 0 1 1 1 5 429
Multivariate discount weighted regression and local level models 0 0 0 14 1 1 8 75
Multi‐variate stochastic volatility modelling using Wishart autoregressive processes 0 0 0 11 1 2 5 44
Real‐time covariance estimation for the local level model 0 0 0 0 1 2 6 63
Time-varying vector autoregressive models with stochastic volatility 0 0 1 100 4 7 11 301
Total Journal Articles 0 0 4 515 22 46 120 2,100

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Statistics updated 2026-05-06