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 8 25 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 2 8 357
Forecasting with time-varying vector autoregressive models 0 0 3 92 1 5 15 262
Multivariate stochastic volatility modelling using Wishart autoregressive processes 0 0 0 54 0 4 21 83
Multivariate stochastic volatility using state space models 0 0 1 56 0 0 8 125
Multivariate stochastic volatility with Bayesian dynamic linear models 0 0 0 123 0 1 11 377
Total Working Papers 0 0 5 910 4 22 92 2,347

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 0 3 6 67
Covariance estimation for multivariate conditionally Gaussian dynamic linear models 0 0 1 41 0 2 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 0 1 7 16
Dynamic modeling of mean-reverting spreads for statistical arbitrage 0 0 2 163 0 4 23 480
Feedback quality adjustment with Bayesian state‐space models 0 0 0 0 0 2 7 11
Generalized Linear Models for Flexible Parametric Modeling of the Hazard Function 0 0 0 0 0 1 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 3 7 46
Multivariate Bayesian Regression Applied to the Problem of Network Security 0 0 0 1 0 1 4 429
Multivariate discount weighted regression and local level models 0 0 0 14 0 1 8 75
Multi‐variate stochastic volatility modelling using Wishart autoregressive processes 0 0 0 11 0 2 6 45
Real‐time covariance estimation for the local level model 0 0 0 0 0 2 7 64
Time-varying vector autoregressive models with stochastic volatility 0 0 1 100 0 5 12 302
Total Journal Articles 0 0 4 515 0 28 121 2,106

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Statistics updated 2026-07-10