Petros Dellaportas
Names
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Petros |
| last: |
Dellaportas |
Identifer
Contact
Affiliations
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University College London, Department of Statistical Science
- https://www.ucl.ac.uk/statistics
- location: UK, London
Research profile
author of:
- Inference for stochastic volatility models using time change transformations (RePEc:arx:papers:0711.1594)
by Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas - Likelihood-based inference for correlated diffusions (RePEc:arx:papers:0711.1595)
by Konstantinos Kalogeropoulos & Petros Dellaportas & Gareth O. Roberts - Arbitrage-free prediction of the implied volatility smile (RePEc:arx:papers:1407.5528)
by Petros Dellaportas & Aleksandar Mijatovi'c - Communication impacting financial markets (RePEc:arx:papers:1410.2550)
by Jorgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam - Bayesian prediction of jumps in large panels of time series data (RePEc:arx:papers:1904.05312)
by Angelos Alexopoulos & Petros Dellaportas & Omiros Papaspiliopoulos - Full Bayesian Inference for GARCH and EGARCH Models (RePEc:bes:jnlbes:v:18:y:2000:i:2:p:187-98)
by Vrontos, I D & Dellaportas, P & Politis, D N - A Simulation Approach to Nonparametric Empirical Bayes Analysis (RePEc:bla:istatr:v:69:y:2001:i:1:p:63-79)
by Petros Dellaportas & Dimitris Karlis - Interview with Professor Adrian FM Smith (RePEc:bla:istatr:v:88:y:2020:i:2:p:265-279)
by Petros Dellaportas & David A. Stephens - Bayesian analysis of mortality data (RePEc:bla:jorssa:v:164:y:2001:i:2:p:275-291)
by Petros Dellaportas & Adrian F. M. Smith & Photis Stavropoulos - Bayesian forecasting of mortality rates by using latent Gaussian models (RePEc:bla:jorssa:v:182:y:2019:i:2:p:689-711)
by Angelos Alexopoulos & Petros Dellaportas & Jonathan J. Forster - Sample size determination for risk‐based tax auditing (RePEc:bla:jorssa:v:184:y:2021:i:2:p:479-493)
by Petros Dellaportas & Evangelos Ioannidis & Christos Kotsogiannis - Discussion on the paper by Brooks, Giudici and Roberts (RePEc:bla:jorssb:v:65:y:2003:i:1:p:39-55)
by Christian P. Robert & Xiao‐Li Meng & Jesper Møller & Jeffrey S Rosenthal & C Jennison & M. A Hurn & F Al‐Awadhi & Peter McCullagh & Christophe Andrieu & Arnaud Doucet & Petros Dellaportas & Ioulia Pap - Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes (RePEc:bla:jorssb:v:66:y:2004:i:2:p:369-393)
by Gareth O. Roberts & Omiros Papaspiliopoulos & Petros Dellaportas - Model determination for categorical data with factor level merging (RePEc:bla:jorssb:v:67:y:2005:i:2:p:269-283)
by Petros Dellaportas & Claudia Tarantola - Control variates for estimation based on reversible Markov chain Monte Carlo samplers (RePEc:bla:jorssb:v:74:y:2012:i:1:p:133-161)
by Petros Dellaportas & Ioannis Kontoyiannis - Bayesian Inference for Generalized Linear and Proportional Hazards Models Via Gibbs Sampling (RePEc:bla:jorssc:v:42:y:1993:i:3:p:443-459)
by P. Dellaportas & A. F. M. Smith - Assessment of Athens's metro passenger behaviour via a multiranked probit model (RePEc:bla:jorssc:v:52:y:2003:i:2:p:185-200)
by Michalis Linardakis & Petros Dellaportas - Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models (RePEc:ect:emjrnl:v:10:y:2007:i:3:p:503-520)
by P. Dellaportas & I. D. Vrontos - A full-factor multivariate GARCH model (RePEc:ect:emjrnl:v:6:y:2003:i:2:p:312-334)
by I. D. Vrontos & P. Dellaportas & D. N. Politis - Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (RePEc:eee:csdana:v:52:y:2008:i:3:p:1549-1571)
by Giannikis, D. & Vrontos, I.D. & Dellaportas, P. - Importance sampling from posterior distributions using copula-like approximations (RePEc:eee:econom:v:210:y:2019:i:1:p:45-57)
by Dellaportas, Petros & Tsionas, Mike G. - Quantification of automobile insurance liability: a Bayesian failure time approach (RePEc:eee:insuma:v:34:y:2004:i:1:p:1-21)
by Stephens, David A. & Crowder, Martin J. & Dellaportas, Petros - Inference for stochastic volatility models using time change transformations (RePEc:ehl:lserod:31421)
by Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros - A Socio-Finance Model: Inference and empirical application (RePEc:hal:cesptp:hal-01215605)
by Jørgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam - Communication impacting financial markets (RePEc:hal:cesptp:hal-01215750)
by Jørgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam - Communication impacting financial markets (RePEc:hal:cesptp:halshs-00982959)
by Jørgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam - A Socio-Finance Model: Inference and empirical application (RePEc:hal:cesptp:halshs-01242248)
by Jørgen Vitting Andersen & Ioannis D. Vrontos & Petros Dellaportas & Serge Galam - Communication impacting financial markets (RePEc:hal:journl:hal-01215750)
by Jørgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam - Communication impacting financial markets (RePEc:hal:journl:halshs-00982959)
by Jørgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam - A Socio-Finance Model: Inference and empirical application (RePEc:hal:journl:halshs-01242248)
by Jørgen Vitting Andersen & Ioannis D. Vrontos & Petros Dellaportas & Serge Galam - A Socio-Finance Model: Inference and empirical application (RePEc:hal:wpaper:hal-01215605)
by Jørgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam - Communication impacting financial markets (RePEc:mse:cesdoc:14029)
by Jørgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam - A Socio-Finance Model: Inference and empirical application (RePEc:mse:cesdoc:15076)
by Jørgen Vitting Andersen & Ioannis D. Vrontos & Petros Dellaportas & Serge Galam - Bayesian model selection for partially observed diffusion models (RePEc:oup:biomet:v:93:y:2006:i:4:p:809-825)
by Petros Dellaportas & Nial Friel & Gareth O. Roberts - A novel reversible jump algorithm for generalized linear models (RePEc:oup:biomet:v:98:y:2011:i:1:p:231-236)
by M. Papathomas & P. Dellaportas & V. G. S. Vasdekis - Likelihood-based inference for correlated diffusions (RePEc:pra:mprapa:5696)
by Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O. - Inference for stochastic volatility model using time change transformations (RePEc:pra:mprapa:5697)
by Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros - Efficient Sequential Monte Carlo Algorithms for Integrated Population Models (RePEc:spr:jagbes:v:24:y:2019:i:2:d:10.1007_s13253-018-00349-9)
by Axel Finke & Ruth King & Alexandros Beskos & Petros Dellaportas - Flexible Threshold Models for Modelling Interest Rate Volatility (RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:419-437)
by Petros Dellaportas & David G. T. Denison & Chris Holmes - Contagion determination via copula and volatility threshold models (RePEc:taf:quantf:v:12:y:2012:i:2:p:295-310)
by Veni Arakelian & Petros Dellaportas - Sovereign risk zones in Europe during and after the debt crisis (RePEc:taf:quantf:v:19:y:2019:i:6:p:961-980)
by Veni Arakelian & Petros Dellaportas & Roberto Savona & Marika Vezzoli - Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty (RePEc:taf:uaajxx:v:6:y:2002:i:1:p:113-125)
by Ioannis Ntzoufras & Petros Dellaportas - An application of three bivariate time‐varying volatility models (RePEc:wly:apsmbi:v:17:y:2001:i:1:p:121-133)
by I. D. Vrontos & S. G. Giakoumatos & P. Dellaportas & D. N. Politis