Michalis Kolossiatis

University of Cyprus

Visiting Lecturer of Statistics

1 Panepistimiou Avenue

Nicosia, Nicosia 2109

Cyprus

Central Bank of Cyprus

80 Kennedy Ave

1076 Nicosia

Cyprus

SCHOLARLY PAPERS

3

DOWNLOADS

251

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

A Statistical Classification of Cryptocurrencies

Number of pages: 38 Posted: 30 Mar 2020 Last Revised: 13 Apr 2020
The Bucharest University of Economic Studies, Department of Statistics and Econometrics, Humboldt Universität zu Berlin | IRTG 1792, Blockchain Research Center, University of Cyprus and Tsinghua University - Yau Mathematical Sciences Center
Downloads 141 (257,237)

Abstract:

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Cryptocurrency, Classification, Multivariate Analysis, Factor Models, Synchronicity

2.

Bayesian Analysis of Moving Average Stochastic Volatility Models: Modelling in Mean Effects and Leverage for Financial Time Series

Number of pages: 28 Posted: 12 May 2017
Stefanos Dimitrakopoulos and Michalis Kolossiatis
University of Leeds - Faculty of Business and University of Cyprus
Downloads 86 (362,240)
Citation 3

Abstract:

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in-mean effects, leverage, Markov chain Monte Carlo, moving average, stochastic volatility

3.

Phenotypic Convergence of Cryptocurrencies

IRTG 1792 Discussion Paper 2019-018
Number of pages: 44 Posted: 31 Aug 2020
The Bucharest University of Economic Studies, Department of Statistics and Econometrics, Humboldt University of Berlin, Blockchain Research Center, University of Cyprus and Tsinghua University - Yau Mathematical Sciences Center
Downloads 24 (614,575)

Abstract:

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cryptocurrency, genus proximum, differentia specifica, classification, multivariate analysis, factor models, phenotypic convergence, divergent evolution