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 0 5 24 1,080
Fast estimation of multivariate stochastic volatility 0 0 0 22 0 2 4 63
Flexible least squares for temporal data mining and statistical arbitrage 0 0 0 132 0 0 8 357
Forecasting with time-varying vector autoregressive models 0 0 3 92 0 1 15 262
Multivariate stochastic volatility modelling using Wishart autoregressive processes 0 0 0 54 1 1 21 84
Multivariate stochastic volatility using state space models 0 0 0 56 1 1 7 126
Multivariate stochastic volatility with Bayesian dynamic linear models 0 0 0 123 0 0 11 377
Total Working Papers 0 0 4 910 2 10 90 2,349

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 1 5 174
A note on state space representations of locally stationary wavelet time series 0 0 0 26 2 2 8 69
Covariance estimation for multivariate conditionally Gaussian dynamic linear models 0 0 1 41 0 0 14 182
Decomposition of time series models in state-space form 0 0 0 46 0 0 5 137
Dynamic Non-parametric Monitoring of Air-Pollution 0 0 0 2 1 1 8 17
Dynamic modeling of mean-reverting spreads for statistical arbitrage 1 1 3 164 2 4 25 482
Feedback quality adjustment with Bayesian state‐space models 0 0 0 0 1 1 8 12
Generalized Linear Models for Flexible Parametric Modeling of the Hazard Function 0 0 0 0 0 0 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 0 0 7 46
Multivariate Bayesian Regression Applied to the Problem of Network Security 0 0 0 1 0 0 4 429
Multivariate discount weighted regression and local level models 0 0 0 14 0 0 8 75
Multi‐variate stochastic volatility modelling using Wishart autoregressive processes 0 0 0 11 0 1 6 45
Real‐time covariance estimation for the local level model 0 0 0 0 0 1 7 64
Time-varying vector autoregressive models with stochastic volatility 0 0 1 100 0 1 12 302
Total Journal Articles 1 1 5 516 6 12 127 2,112

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Statistics updated 2026-08-07