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Kostas Triantafyllopoulos

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Personal Details

First Name:Kostas
Middle Name:
Last Name:Triantafyllopoulos
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RePEc Short-ID:ptr51
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Homepage:http://ktriantafyllopoulos.staff.shef.ac.uk/
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  1. K. Triantafyllopoulos, 2013. "Multivariate stochastic volatility modelling using Wishart autoregressive processes," Papers 1311.0530, arXiv.org.
  2. Kostas Triantafyllopoulos & Giovanni Montana, 2008. "Dynamic modeling of mean-reverting spreads for statistical arbitrage," Papers 0808.1710, arXiv.org, revised May 2009.
  3. K. Triantafyllopoulos, 2008. "Forecasting with time-varying vector autoregressive models," Papers 0802.0220, arXiv.org, revised Feb 2008.
  4. K. Triantafyllopoulos, 2008. "Multivariate stochastic volatility with Bayesian dynamic linear models," Papers 0802.0214, arXiv.org.
  5. K. Triantafyllopoulos, 2008. "Multivariate stochastic volatility using state space models," Papers 0802.0223, arXiv.org.
  6. Kostas Triantafyllopoulos & Giovanni Montana, 2007. "Fast estimation of multivariate stochastic volatility," Papers 0708.4376, arXiv.org, revised Nov 2007.
  7. Giovanni Montana & Kostas Triantafyllopoulos & Theodoros Tsagaris, 2007. "Flexible least squares for temporal data mining and statistical arbitrage," Papers 0709.3884, arXiv.org.
  1. K. Triantafyllopoulos, 2012. "Multi‐variate stochastic volatility modelling using Wishart autoregressive processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(1), pages 48-60, 01.
  2. K. Triantafyllopoulos & G. Montana, 2011. "Dynamic modeling of mean-reverting spreads for statistical arbitrage," Computational Management Science, Springer, vol. 8(1), pages 23-49, April.
  3. K. Triantafyllopoulos, 2011. "Real‐time covariance estimation for the local level model," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(2), pages 93-107, 03.
  4. K. Triantafyllopoulos, 2011. "Time-varying vector autoregressive models with stochastic volatility," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(2), pages 369-382, September.
  5. Kostas Triantafyllopoulos, 2009. "Inference of Dynamic Generalized Linear Models: On-Line Computation and Appraisal," International Statistical Review, International Statistical Institute, vol. 77(3), pages 430-450, December.
  6. Triantafyllopoulos, K. & Nason, G.P., 2009. "A note on state space representations of locally stationary wavelet time series," Statistics & Probability Letters, Elsevier, vol. 79(1), pages 50-54, January.
  7. Triantafyllopoulos, K., 2008. "Missing observation analysis for matrix-variate time series data," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2647-2653, November.
  8. Triantafyllopoulos, K. & Nason, G.P., 2007. "A Bayesian analysis of moving average processes with time-varying parameters," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 1025-1046, October.
  9. K. Triantafyllopoulos, 2007. "Covariance estimation for multivariate conditionally Gaussian dynamic linear models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 551-569.
  10. Triantafyllopoulos, Kostas, 2006. "Multivariate discount weighted regression and local level models," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3702-3720, August.
  11. Godolphin, E.J. & Triantafyllopoulos, Kostas, 2006. "Decomposition of time series models in state-space form," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2232-2246, May.
  12. Triantafyllopoulos, Kostas & Pikoulas, John, 2002. "Multivariate Bayesian Regression Applied to the Problem of Network Security," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(8), pages 579-94, December.
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2013-11-14. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2013-11-14. Author is listed

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