Evdokia Xekalaki : Citation Profile


Are you Evdokia Xekalaki?

Athens University of Economics and Business (AUEB)

6

H index

5

i10 index

104

Citations

RESEARCH PRODUCTION:

13

Articles

17

Papers

RESEARCH ACTIVITY:

   29 years (1979 - 2008). See details.
   Cites by year: 3
   Journals where Evdokia Xekalaki has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 15 (12.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxe2
   Updated: 2018-06-16    RAS profile: 2017-08-21    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Evdokia Xekalaki.

Is cited by:

Degiannakis, Stavros (21)

Angelidis, Timotheos (6)

Punzo, Antonio (5)

Panaretos, John (3)

Bartolucci, Francesco (3)

Prat, Georges (2)

Sogiakas, Vasilios (2)

Vittadini, Giorgio (2)

Kim, Kyoo il (2)

Floros, Christos (2)

Minotti, Simona (2)

Cites to:

Bollerslev, Tim (27)

Engle, Robert (19)

Panaretos, John (14)

Degiannakis, Stavros (10)

Sentana, Enrique (8)

Schwert, G. (8)

Jagannathan, Ravi (8)

Andersen, Torben (8)

Granger, Clive (6)

Tauchen, George (6)

Lunde, Asger (5)

Main data


Where Evdokia Xekalaki has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis3
Statistics & Probability Letters2
Applied Financial Economics Letters2
Annals of the Institute of Statistical Mathematics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany17

Recent works citing Evdokia Xekalaki (2018 and 2017)


YearTitle of citing document
2017A mixture model-based nonparametric approach to estimating a count distribution. (2017). Chee, Chew-Seng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:34-44.

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2018Multiple days ahead realized volatility forecasting: Single, combined and average forecasts. (2018). Degiannakis, Stavros. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:41-61.

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2017Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data. (2017). Uctum, Remzi ; Lecarpentier-Moyal, Sylvie ; Prat, Georges ; Renou-Maissant, Patricia. In: Review of Financial Economics. RePEc:eee:revfin:v:35:y:2017:i:c:p:43-56.

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2017The one-trading-day-ahead forecast errors of intra-day realized volatility. (2017). Degiannakis, Stavros. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1298-1314.

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2018On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market. (2018). de Peretti, Christian ; Sabkha, Saker . In: Working Papers. RePEc:hal:wpaper:hal-01710398.

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2017Robust Clustering in Regression Analysis via the Contaminated Gaussian Cluster-Weighted Model. (2017). Punzo, Antonio ; McNicholas, Paul D. In: Journal of Classification. RePEc:spr:jclass:v:34:y:2017:i:2:d:10.1007_s00357-017-9234-x.

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2018Latent Ignorability and Item Selection for Nursing Home Case-Mix Evaluation. (2018). Bartolucci, Francesco ; Pandolfi, Silvia ; Montanari, Giorgio E. In: Journal of Classification. RePEc:spr:jclass:v:35:y:2018:i:1:d:10.1007_s00357-017-9227-9.

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2017Modeling time series of counts with a new class of INAR(1) model. (2017). Khoo, Wooi Chen ; Biswas, Atanu ; Ong, Seng Huat . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:2:d:10.1007_s00362-015-0704-0.

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2017Option trading for optimizing volatility forecasting. (2017). Sogiakas, Vasilios. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:6:y:2017:i:3:f:6_3_3.

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Works by Evdokia Xekalaki:


YearTitleTypeCited
1998Minimum Hellinger distance estimation for Poisson mixtures In: Computational Statistics & Data Analysis.
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article11
2003Choosing initial values for the EM algorithm for finite mixtures In: Computational Statistics & Data Analysis.
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article31
2005Evaluating volatility forecasts in option pricing in the context of a simulated options market In: Computational Statistics & Data Analysis.
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article11
2005Evaluating Volatility Forecasts in Option Pricing in the Context of a Simulated Options Market.(2005) In: MPRA Paper.
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This paper has another version. Agregated cites: 11
paper
1984Linear regression and the Yule distribution In: Journal of Econometrics.
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article0
1986The stuttering generalized waring distribution In: Statistics & Probability Letters.
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article12
1986The Stuttering Generalized Waring Distribution.(1986) In: MPRA Paper.
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This paper has another version. Agregated cites: 12
paper
1989A probability distribution associated with events with multiple occurrences In: Statistics & Probability Letters.
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article1
1989A Probability Distribution Associated With Events With Multiple Occurrences.(1989) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
1979Characterization of the Compound Poisson Distribution In: MPRA Paper.
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paper2
1983Identifiability of Compound Poisson Distributions In: MPRA Paper.
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paper0
1986On Generalized Binomial and Multinomial Distributions and Their Relation to Generalized Poisson Distributions In: MPRA Paper.
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paper0
1986On Some Distributions Arising from Certain Generalized Sampling Schemes In: MPRA Paper.
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paper3
1989On Some Distributions Arising in Inverse Cluster Sampling In: MPRA Paper.
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paper1
1995Replenishing Stock Under Uncertainty In: MPRA Paper.
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paper0
1998On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems In: MPRA Paper.
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paper0
2005The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection In: MPRA Paper.
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2001On Certain Indices for Ordinal Data with Unequally Weighted Classes In: MPRA Paper.
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2005On Certain Indices for Ordinal Data with Unequally Weighted Classes.(2005) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2005On Certain Indices for Ordinal Data with Unequally Weighted Classes.(2005) In: Quality & Quantity: International Journal of Methodology.
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This paper has another version. Agregated cites: 0
article
2003A Predictive Model Evaluation and Selection Approach - The Correlated Gamma Ratio Distribution In: MPRA Paper.
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paper2
2004A Binomial Distribution With Dependent Trials And Its Use in Stochastic Model Evaluation In: MPRA Paper.
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paper0
2005Predictability and Model Selection in the Context of ARCH Models In: MPRA Paper.
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paper4
2004Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review In: MPRA Paper.
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paper14
1996Towards a unification of certain characterizations by conditional expectations In: Annals of the Institute of Statistical Mathematics.
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article2
1999On Testing for the Number of Components in a Mixed Poisson Model In: Annals of the Institute of Statistical Mathematics.
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article3
2005Letter to the Editor; Comments on the paper of Shan et al.: The multivariate Waring distribution In: Scientometrics.
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article0
2007Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes In: Applied Financial Economics Letters.
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article0
2008SPEC model selection algorithm for ARCH models: an options pricing evaluation framework In: Applied Financial Economics Letters.
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2007Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models In: Applied Financial Economics.
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article7

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