Georgios K. Tsiotas

(B.A. Piraeus, M.Sc. London, Ph.D. Essex)

Assοciate Professor in Quantitative Methods
Department of Economics
University of Crete
Rethymnon, GR-74100
GREECE

Office: Room A2.004
Tel: (30) 28310 77412
Fax: (30) 28310 77406
Email: tsiotas@uoc.gr


in greek

Research Areas, Previous Positions, Publications, Teaching

Research Areas


  • Bayesian Statistics & Econometrics
  • Forecasting
  • Financial Time-Series
  • Environmental and Biological Statistics

    • Previous Positions


  • Visiting Professor, Division of Business Analytics, University of Sydney Business School, University of Sydney, AU.
  • Research Associate in Biostatistics, Department of Epidemiology, Imperial College Medical School, Imperial College, U.K.
  • Research Assistant in Statistics, Department of Statistics London School of Economics, U.K.
  • Researcher & Teaching Fellow in Quantitative Economics, Department of Quantitative Economics, University of Maastricht, NL.

    • Publications

    Books


  • Tsiotas, Georgios, 2017. Lessons in Statistics. Simmetria publications, Athens, GR (in Greek).
  • Tsiotas, Georgios, 2002. Nonlinearities in Stochastic Volatility Models. Ph.D thesis, University of Essex, UK.

    • Research Papers

    2022


  • Tsiotas, Georgios. Regression Analysis Using Asymmetric Losses: A Bayesian Approach. Journal of Quantitative Economics.
  • Tsiotas, Georgios, Mamara Anna, Argiriou Athanasios and Tsoukala Aikaterini (Katerina). Testing mean air temperature trends in southern Greece: A Bayesian approach. International Journal of Climatology, 1– 27.

    • 2021


  • Tsiotas Georgios and Athanasios Argiriou. Forecasting cloud cover time-series using generalized regression neural networks (work in progress).
  • Aikaterini (Katerina) Tsoukala and Georgios Tsiotas. Assessing Green Bond Risk: An Empirical Investigation. Green Finance, 3(2), 222-252.
  • Tsiotas, Georgios. Macroeconomics forecasts under asymmetric loss functions: A Bayesian approach (work in progress).
  • Tsiotas, Georgios. Forecasting exchange rates using asymmetric losses: A Bayesian approach Quantitative Finance, Published online: 19 Jul 2021.

    • 2020


  • Tsiotas, Georgios. An ABC approach for CAViaR models with an asymmetric decision rule. Journal of Statistical Computing and Simulation, 90 (8), 1373-1398.
  • Tsiotas, Georgios. On the use of power transformations in CAViaR models. Journal of Forecasting, 39 296-312.

    2018


  • Tsiotas, Georgios. A Bayesian encompassing test using combined value-at-risk estimates. Quantitative Finance, 18, 395-417.

    • 2015


  • Tsiotas, Georgios. A quasi Bayesian Model Averaging approach for conditional quantile models. Journal of Statistical Computing and Simulation, 85(10), 1963-1986.

    • 2012


  • Tsiotas, Georgios and Athanasios Argiriou. An efficient approach to spatio-temporal analysis and modelling of air pollution data. Journal of Agricultural Biological and Environmental Statistics, 16(3), 371-388.
  • Tsiotas, Georgios. On generalised asymmetric Stochastic Volatility Models. Computational Statistics and Data Analysis, 56(1), 151-172.

    • Older


  • Tsiotas, Georgios. 2009. On the use of non-linear transformations in Stochastic Volatility Models. Statistical Methods and Applications, 18(4): 555-583.
  • Tsiotas, Georgios, 2007. On the use of the Box-Cox transformation in the Conditional Variance Models. Finance Research Letters, 4: 28-32.
  • Tsiotas, Georgios, 2007. Spatial-Temporal modelling of rainfall in Crete. Proceedings European Water Resources Association, Chania, Greece. .
  • Kanas, Angelos and Georgios Tsiotas, 2005. Real interest rates linkages between the U.S.A. and the U.K. in the post-war period. International Journal of Finance and Economics, 10(3): 1-12.
  • Yao, Q., G. Tsiotas, H. Tong, and N. Stenselth, 2002. Estimation for Spatial and Spatio-Temporal Models for Biological Population Data. L.S.E., Department of Statistics.

    • Teaching


  • Statistics I (1st semester)
  • Statistics II (2nd semester)
  • Topics in Econometrics (5th and 7th semester)
  • Econometrics II (postgraduate course)
    • Last Update: 29 January 2022