Stefanos Dimitrakopoulos

Available identifiers

Publication	Date of Publication	Type
Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series	2023-08-24	Paper
Forecasting transaction counts with integer-valued GARCH models	2023-05-03	Paper
Bayesian analysis of periodic asymmetric power GARCH models	2023-04-17	Paper
Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series	2022-03-04	Paper
Periodic autoregressive conditional duration	2022-02-18	Paper
Accounting for persistence in panel count data models. An application to the number of patents awarded	2018-10-08	Paper
Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target	2018-09-21	Paper
The semiparametric asymmetric stochastic volatility model with time-varying parameters: the case of US inflation	2018-09-12	Paper
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility	2018-09-11	Paper

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