Access Statistics for Kostas Triantafyllopoulos

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	430	0	3	7	1,056
Fast estimation of multivariate stochastic volatility	0	0	0	22	0	0	1	59
Flexible least squares for temporal data mining and statistical arbitrage	0	0	4	132	0	0	10	349
Forecasting with time-varying vector autoregressive models	0	0	1	89	0	0	3	247
Multivariate stochastic volatility modelling using Wishart autoregressive processes	0	0	0	54	0	2	2	63
Multivariate stochastic volatility using state space models	0	2	2	56	0	3	4	119
Multivariate stochastic volatility with Bayesian dynamic linear models	0	0	0	123	0	0	3	366
Total Working Papers	0	2	8	906	0	8	30	2,259

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	169
A note on state space representations of locally stationary wavelet time series	0	0	0	26	0	0	2	61
Covariance estimation for multivariate conditionally Gaussian dynamic linear models	0	0	0	40	1	1	4	169
Decomposition of time series models in state-space form	0	0	0	46	0	0	0	132
Dynamic Non-parametric Monitoring of Air-Pollution	0	0	1	2	0	0	2	9
Dynamic modeling of mean-reverting spreads for statistical arbitrage	0	0	5	161	1	2	15	458
Feedback quality adjustment with Bayesian state‐space models	0	0	0	0	0	0	1	4
Generalized Linear Models for Flexible Parametric Modeling of the Hazard Function	0	0	0	0	0	0	2	12
Inference of Dynamic Generalized Linear Models: On‐Line Computation and Appraisal	0	0	0	26	0	0	0	56
Missing observation analysis for matrix-variate time series data	0	0	0	8	0	0	0	39
Multivariate Bayesian Regression Applied to the Problem of Network Security	0	0	0	1	0	0	2	425
Multivariate discount weighted regression and local level models	0	0	0	14	0	0	0	67
Multi‐variate stochastic volatility modelling using Wishart autoregressive processes	0	0	0	11	0	0	0	39
Real‐time covariance estimation for the local level model	0	0	0	0	0	0	0	57
Time-varying vector autoregressive models with stochastic volatility	0	0	0	99	0	0	3	290
Total Journal Articles	0	0	6	511	2	3	32	1,987

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Statistics updated 2025-09-05