Evdokia Xekalaki : Citation Profile


Are you Evdokia Xekalaki?

Athens University of Economics and Business (AUEB)

6

H index

3

i10 index

91

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: 16.    Total self citations: 14 (13.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pxe2
   Updated: 2017-09-23    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 (15)

Angelidis, Timotheos (6)

Punzo, Antonio (4)

Panaretos, John (3)

Kim, Kyoo il (2)

Vittadini, Giorgio (2)

Fox, Jeremy (2)

Minotti, Simona (2)

Bartolucci, Francesco (2)

Prat, Georges (2)

Kuechle, Graciela (1)

Cites to:

Bollerslev, Tim (27)

Engle, Robert (18)

Panaretos, John (13)

Schwert, G. (8)

Jagannathan, Ravi (8)

Andersen, Torben (8)

Sentana, Enrique (8)

Degiannakis, Stavros (7)

Granger, Clive (6)

Tauchen, George (6)

Hansen, Peter (5)

Main data


Where Evdokia Xekalaki has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis3
Applied Financial Economics Letters2
Statistics & Probability 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 (2017 and 2016)


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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2016On the estimation of mixtures of Poisson regression models with large number of components. (2016). Papastamoulis, Panagiotis ; Maugis-Rabusseau, Cathy ; Martin-Magniette, Marie-Laure . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:97-106.

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2016Towards field-adjusted production: Estimating research productivity from a zero-truncated distribution. (2016). Sandström, Ulf ; Sandstrom, Erik ; Koski, Timo . In: Journal of Informetrics. RePEc:eee:infome:v:10:y:2016:i:4:p:1143-1152.

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2016Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?. (2016). Fuertes, Ana-Maria ; Fernandez-Rodriguez, Fernando . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:695-715.

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2016Extending mixtures of factor models using the restricted multivariate skew-normal distribution. (2016). , ; Lee, Sharon X ; McLachlan, Geoffrey J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:398-413.

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2016Characterizing monetary and fiscal policy rules and interactions when commodity prices matter. (2016). Middleditch, Paul ; Chuku, Chuku. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:222.

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2016The one-trading-day-ahead forecast errors of intra-day realized volatility. (2016). Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:80163.

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2016Item selection by latent class-based methods: an application to nursing home evaluation. (2016). Bartolucci, Francesco ; Montanari, Giorgio E. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:10:y:2016:i:2:d:10.1007_s11634-016-0232-3.

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2016On monotonicity of expected values of some run-related distributions. (2016). Aki, Sigeo ; Hirano, Katuomi . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:68:y:2016:i:5:d:10.1007_s10463-015-0525-x.

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2016Modelling of count data using nonparametric mixtures. (2016). Chee, Chew-Seng . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:100:y:2016:i:3:d:10.1007_s10182-015-0255-7.

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2016Clustering bivariate mixed-type data via the cluster-weighted model. (2016). Punzo, Antonio ; Ingrassia, Salvatore . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:3:d:10.1007_s00180-015-0600-z.

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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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2016Multilevel cluster-weighted models for the evaluation of hospitals. (2016). Punzo, Antonio ; Berta, Paolo ; Vittadini, Giorgio ; Ingrassia, Salvatore . In: METRON. RePEc:spr:metron:v:74:y:2016:i:3:d:10.1007_s40300-016-0098-3.

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2016A generalized framework for modelling ordinal data. (2016). Iannario, Maria ; Piccolo, Domenico . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:25:y:2016:i:2:d:10.1007_s10260-015-0316-9.

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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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article10
2003Choosing initial values for the EM algorithm for finite mixtures In: Computational Statistics & Data Analysis.
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article29
2005Evaluating volatility forecasts in option pricing in the context of a simulated options market In: Computational Statistics & Data Analysis.
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article9
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: 9
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
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1979Characterization of the Compound Poisson Distribution In: MPRA Paper.
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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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1986On Some Distributions Arising from Certain Generalized Sampling Schemes In: MPRA Paper.
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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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2004Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review In: MPRA Paper.
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paper9
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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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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article6

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