Publications
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Giakoumatos S.G. (2005).
Auxilary Variable Sampling Methods for some Time-Varying
Volatility Models. PhD Thesis, Athens
University Of Economics.
(DOWNLOAD)
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Giakoumatos S.G., Dellaportas P., and
Politis D.M. (2005). Bayesian Analysis of the
Unobserved ARCH Model. Statistics and Computing,
vol. 15, pp. 103-111.
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Giakoumatos S.G., Vrontos I.D.,
Dellaportas P. And D.N. Politis (1999). An MCMC
Convergence Diagnostic using Subsampling. Journal
of Computational and Graphical Statistics, volume 8,
number 3, 431-451.
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Vrontos I.D., Giakoumatos S.G.,
Dellaportas P., and Politis D.N.(2001). An application
of three bivariate time varying volatility models.
Applied Stochastic Models in Business and Industry,17,
121-133.
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Giakoumatos S.G., Dellaportas P. and
Politis D.N. (1999). Conjugate Gibbs for some
non-linear time series. Hercma '98: 4th Hellenic
European Conference on Computer Mathematics and its
Applications, E.A. Lipitakis (Ed), pp. 479-486.
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Giakoumatos S.G. (2006). Testing
the Efficient Market Hypothesis in Greek Stock Exchange.
Accepted by Archives of Economic History.
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Giakoumatos, S.G. (2006). Bayesian
Stochastic Volatility Models. Accepted by Archives
of Economic History.
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Giakoumatos S.G., P. Dellaportas and D.N.
Politis (2004). Bayesian analysis of some Multivariate
time varying volatility models. Submitted.
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Giakoumatos (2005). Stochastic
Volatility Model using Gibbs Sampler. Submitted
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Giakoumatos S. G. (1997). Bayesian
Stochastic Volatility Models. MSc Thesis,
Athens University Of Economics, ISBN 960-7929-03-9, External
Examiner: Prof. P. Mueller, Duke University.
Conferences and
Seminars
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2005: Workshop “Integrating European
Census Microdata”, Barcelona 25-26. Speech title «Sample of
Greek population census data»
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2005: Advanced Methods of Survey
Sampling, Neuchatel, Swiss Federal Statistical Office
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2001: TMR and MaPhySto Summer School on
Spatial Statistics and Computational Methods Aalborg
University, Denmark, August 19-22,
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2000: International Society for Bayesian
Analysis, Sixth World Meeting , Hersonissos, Heraklion,
Crete, May 28 - June 1. Poster “On Multivariate Stochastic
Volatility Models”
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1999: Seminar «Linear Models to Financial
Data», AUEB (Καθ. C.R. Rao).
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1998: 6TH VALENCIA INTERNATIONAL MEETING
ON BAYESIAN STATISTICS, Las Fuentes (Alcossebre, Spain), May
30-June 4. Poster “Unobserved ARCH model” (with P.
Dellaportas and D.N. Politis)
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1998: Hercma '98: 4th Hellenic European
Conference on Computer Mathematics and its applications.
Speech Title: “Conjugate Gibbs for some non-linear time
series”.
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1998: Seminar «Theoretical Statistics»,
AUEB (Prof. Sir D. Cox).
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