Dr. Anastasios Nicholas Panagiotelis

Current contact address

CountryAustralia
CitySydney
InstitutionUniversity of Sydney
InstituteFaculty of Economics & Business

Profile

Research fieldsStatistics and Economics,Mathematical and Applied Statistics
KeywordsPair Copula Constructions, Bayesian model selection, MCMC, Time varying copula parameters, Time varying heteroskedastic models