Δημοσιεύσεις

1. Giakoumatos S.G. (2005). Auxilary Variable Sampling Methods for some Time-Varying Volatility Models. PhD Thesis, Athens University Of Economics. (DOWNLOAD)

2. 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.

3. 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.

4. 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.

5. 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.

6. Giakoumatos S.G. (2006). Testing the Efficient Market Hypothesis in Greek Stock Exchange. Accepted by Archives of Economic History.

7. Giakoumatos, S.G. (2006). Bayesian Stochastic Volatility Models. Accepted by Archives of Economic History.

8. Giakoumatos S.G., P. Dellaportas and D.N. Politis (2004). Bayesian analysis of some Multivariate time varying volatility models. Submitted.

9. Giakoumatos (2005). Stochastic Volatility Model using Gibbs Sampler. Submitted

10. 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.

 

Συνέδρια και Σεμινάρια

• 2005: Workshop “Integrating European Census Microdata”, Barcelona 25-26. Speech title «Sample of Greek population census data»

• 2005: Advanced Methods of Survey Sampling, Neuchatel, Swiss Federal Statistical Office

• 2001: TMR and MaPhySto Summer School on Spatial Statistics and Computational Methods Aalborg University, Denmark, August 19-22,

• 2000: International Society for Bayesian Analysis, Sixth World Meeting , Hersonissos,  Heraklion, Crete, May 28 - June 1. Poster “On Multivariate Stochastic Volatility Models”

• 1999: Seminar «Linear Models to Financial Data», AUEB (Καθ. C.R. Rao).

• 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)

• 1998:  Hercma '98: 4th Hellenic European Conference on Computer Mathematics and its applications. Speech Title: “Conjugate Gibbs for some non-linear time series”.

• 1998: Seminar «Theoretical Statistics», AUEB (Prof. Sir D. Cox).