10
H index
10
i10 index
314
Citations
Petros Dellaportas : Citation Profile
| RESEARCH PRODUCTION: 25 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1993 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Petros Dellaportas. | Is cited by:
| Cites to:
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Main data
Where Petros Dellaportas has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of the Royal Statistical Society Series B | 4 |
| Journal of the Royal Statistical Society Series A | 3 |
| International Statistical Review | 2 |
| Econometrics Journal | 2 |
| Quantitative Finance | 2 |
| Biometrika | 2 |
| Journal of the Royal Statistical Society Series C | 2 |
Recent works citing Petros Dellaportas (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market. (2024). Desmettre, Sascha ; Aichinger, Florian ; Laudag, Christian. In: Papers. RePEc:arx:papers:2306.07731. Full description at Econpapers || Download paper |
| 2025 | The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Papageorgiou, Ioannis ; Kontoyiannis, Ioannis. In: Papers. RePEc:arx:papers:2308.00913. Full description at Econpapers || Download paper |
| 2024 | Method of Moments Estimation for Affine Stochastic Volatility Models. (2024). Wu, Yan-Feng ; Yang, Xiangyu ; Hu, Jian-Qiang. In: Papers. RePEc:arx:papers:2408.09185. Full description at Econpapers || Download paper |
| 2024 | Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30. Full description at Econpapers || Download paper |
| 2024 | Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Ausn, Concepcin M ; Virbickait, Audron. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005532. Full description at Econpapers || Download paper |
| 2024 | A comparative study of factor models for different periods of the electricity spot price market. (2024). Aichinger, Florian ; Laudag, Christian ; Desmettre, Sascha. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000540. Full description at Econpapers || Download paper |
| 2024 | Theoretical guarantees for neural control variates in MCMC. (2024). Samsonov, Sergey ; Belomestny, Denis ; Goldman, Artur ; Naumov, Alexey. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:220:y:2024:i:c:p:382-405. Full description at Econpapers || Download paper |
| 2024 | Local constant-quality housing market liquidity indices. (2024). van Dijk, Dorinth W. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:106:y:2024:i:c:s0166046224000218. Full description at Econpapers || Download paper |
| 2025 | Self-Weighted Quantile Estimation for Drift Coefficients of Ornstein–Uhlenbeck Processes with Jumps and Its Application to Statistical Arbitrage. (2025). Zhang, Yuetong ; Zhu, Min ; Cai, Chunchun ; Chen, Ruiqiu ; Song, Yuping. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1399-:d:1641902. Full description at Econpapers || Download paper |
| 2024 | Machine learning in accounting and finance research: a literature review. (2024). Alexandridis, Antonios ; Nerantzidis, Michail ; Liaras, Evangelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01306-z. Full description at Econpapers || Download paper |
| 2025 | Multivariate GARCH models with spherical parameterizations: an oil price application. (2025). Ballestra, Luca Vincenzo ; Pacelli, Graziella ; de Blasis, Riccardo. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00683-7. Full description at Econpapers || Download paper |
| 2024 | Forecasting GDP growth: The economic impact of COVID‐19 pandemic. (2024). Vrontos, Spyridon D ; Galakis, John ; Panopoulou, Ekaterini. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1042-1086. Full description at Econpapers || Download paper |
Works by Petros Dellaportas:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Inference for stochastic volatility models using time change transformations In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2010 | Inference for stochastic volatility models using time change transformations.(2010) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2007 | Inference for stochastic volatility model using time change transformations.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2007 | Likelihood-based inference for correlated diffusions In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2007 | Likelihood-based inference for correlated diffusions.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2014 | Arbitrage-free prediction of the implied volatility smile In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Communication impacting financial markets In: Papers. [Full Text][Citation analysis] | paper | 14 |
| 2014 | Communication impacting financial markets.(2014) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2014 | Communication impacting financial markets.(2014) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2014 | Communication impacting financial markets.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2014 | Communication impacting financial markets.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2014 | Communication impacting financial markets.(2014) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Bayesian prediction of jumps in large panels of time series data In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Full Bayesian Inference for GARCH and EGARCH Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 61 |
| 2001 | A Simulation Approach to Nonparametric Empirical Bayes Analysis In: International Statistical Review. [Full Text][Citation analysis] | article | 0 |
| 2020 | Interview with Professor Adrian FM Smith In: International Statistical Review. [Full Text][Citation analysis] | article | 0 |
| 2001 | Bayesian analysis of mortality data In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 14 |
| 2019 | Bayesian forecasting of mortality rates by using latent Gaussian models In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 3 |
| 2021 | Sample size determination for risk‐based tax auditing In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 0 |
| 2003 | Discussion on the paper by Brooks, Giudici and Roberts In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 0 |
| 2004 | Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 47 |
| 2005 | Model determination for categorical data with factor level merging In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 2 |
| 2012 | Control variates for estimation based on reversible Markov chain Monte Carlo samplers In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 3 |
| 1993 | Bayesian Inference for Generalized Linear and Proportional Hazards Models Via Gibbs Sampling In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 14 |
| 2003 | Assessment of Athenss metro passenger behaviour via a multiranked probit model In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 2 |
| 2007 | Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models In: Econometrics Journal. [Full Text][Citation analysis] | article | 13 |
| 2003 | A full-factor multivariate GARCH model In: Econometrics Journal. [Full Text][Citation analysis] | article | 73 |
| 2008 | Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 11 |
| 2019 | Importance sampling from posterior distributions using copula-like approximations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2004 | Quantification of automobile insurance liability: a Bayesian failure time approach In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
| 2014 | A Socio-Finance Model: Inference and empirical application In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 3 |
| 2015 | A Socio-Finance Model: Inference and empirical application.(2015) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2015 | A Socio-Finance Model: Inference and empirical application.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2014 | A Socio-Finance Model: Inference and empirical application.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2015 | A Socio-Finance Model: Inference and empirical application.(2015) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2006 | Bayesian model selection for partially observed diffusion models In: Biometrika. [Full Text][Citation analysis] | article | 1 |
| 2011 | A novel reversible jump algorithm for generalized linear models In: Biometrika. [Full Text][Citation analysis] | article | 2 |
| 2019 | Efficient Sequential Monte Carlo Algorithms for Integrated Population Models In: Journal of Agricultural, Biological and Environmental Statistics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Flexible Threshold Models for Modelling Interest Rate Volatility In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2012 | Contagion determination via copula and volatility threshold models In: Quantitative Finance. [Full Text][Citation analysis] | article | 11 |
| 2019 | Sovereign risk zones in Europe during and after the debt crisis In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
| 2002 | Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 16 |
| 2001 | An application of three bivariate time‐varying volatility models In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team