4. Statistics
  5. Methodology

Kostas Triantafyllopoulos

Statistics – Methodology

Scientist

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Scientist

A note on state space representations of locally stationary wavelet time series

Statistics – Methodology
Scientific paper

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Dynamic generalized linear models for non-Gaussian time series forecasting

Statistics – Methodology
Scientific paper

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Dynamic modeling of mean-reverting spreads for statistical arbitrage

Economy – Quantitative Finance – Statistical Finance
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Fast estimation of multivariate stochastic volatility

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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Flexible least squares for temporal data mining and statistical arbitrage

Economy – Quantitative Finance – Statistical Finance
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