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 2 6 411 4 8 19 981
Fast estimation of multivariate stochastic volatility 0 0 0 21 0 0 1 54
Flexible least squares for temporal data mining and statistical arbitrage 1 5 5 105 3 11 17 279
Forecasting with time-varying vector autoregressive models 0 0 0 85 1 1 6 234
Multivariate stochastic volatility modelling using Wishart autoregressive processes 0 0 0 53 0 1 6 56
Multivariate stochastic volatility using state space models 0 0 0 52 0 1 2 111
Multivariate stochastic volatility with Bayesian dynamic linear models 0 0 0 121 1 2 6 309
Total Working Papers 1 7 11 848 9 24 57 2,024


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 75 1 2 5 154
A note on state space representations of locally stationary wavelet time series 0 0 0 26 0 1 2 58
Covariance estimation for multivariate conditionally Gaussian dynamic linear models 0 0 0 40 0 1 3 124
Decomposition of time series models in state-space form 0 0 0 43 0 2 4 126
Dynamic modeling of mean-reverting spreads for statistical arbitrage 0 4 7 136 1 6 24 364
Feedback quality adjustment with Bayesian state‐space models 0 0 0 0 0 0 2 2
Inference of Dynamic Generalized Linear Models: On‐Line Computation and Appraisal 0 1 1 24 0 1 2 53
Missing observation analysis for matrix-variate time series data 0 0 0 8 0 0 3 37
Multivariate Bayesian Regression Applied to the Problem of Network Security 0 0 0 1 0 0 4 417
Multivariate discount weighted regression and local level models 0 0 0 13 0 1 9 64
Multi‐variate stochastic volatility modelling using Wishart autoregressive processes 0 0 0 11 0 2 4 36
Real‐time covariance estimation for the local level model 0 0 0 0 0 0 2 57
Time-varying vector autoregressive models with stochastic volatility 0 0 0 92 0 1 1 271
Total Journal Articles 0 5 8 469 2 17 65 1,763


Statistics updated 2020-09-04