Details about Evdokia Xekalaki

Access statistics for papers by Evdokia Xekalaki.

Last updated 2017-08-21. Update your information in the RePEc Author Service.

Short-id: pxe2

Working Papers

2005

1. Evaluating Volatility Forecasts in Option Pricing in the Context of a Simulated Options Market
   MPRA Paper, University Library of Munich, Germany View citations (19)
   See also Journal Article Evaluating volatility forecasts in option pricing in the context of a simulated options market, Computational Statistics & Data Analysis, Elsevier (2005) View citations (19) (2005)
2. On Certain Indices for Ordinal Data with Unequally Weighted Classes
   MPRA Paper, University Library of Munich, Germany View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2001)
   See also Journal Article On Certain Indices for Ordinal Data with Unequally Weighted Classes, Quality & Quantity: International Journal of Methodology, Springer (2005) View citations (1) (2005)
3. Predictability and Model Selection in the Context of ARCH Models
   MPRA Paper, University Library of Munich, Germany View citations (10)
4. The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection
   MPRA Paper, University Library of Munich, Germany View citations (2)

2004

5. A Binomial Distribution With Dependent Trials And Its Use in Stochastic Model Evaluation
   MPRA Paper, University Library of Munich, Germany
6. Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review
   MPRA Paper, University Library of Munich, Germany View citations (28)

2003

7. A Predictive Model Evaluation and Selection Approach - The Correlated Gamma Ratio Distribution
   MPRA Paper, University Library of Munich, Germany View citations (7)

1998

8. On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems
   MPRA Paper, University Library of Munich, Germany

1995

9. Replenishing Stock Under Uncertainty
   MPRA Paper, University Library of Munich, Germany

1989

10. A Probability Distribution Associated With Events With Multiple Occurrences
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article A probability distribution associated with events with multiple occurrences, Statistics & Probability Letters, Elsevier (1989) View citations (1) (1989)
11. On Some Distributions Arising in Inverse Cluster Sampling
    MPRA Paper, University Library of Munich, Germany View citations (1)

1986

12. On Generalized Binomial and Multinomial Distributions and Their Relation to Generalized Poisson Distributions
    MPRA Paper, University Library of Munich, Germany View citations (2)
13. On Some Distributions Arising from Certain Generalized Sampling Schemes
    MPRA Paper, University Library of Munich, Germany View citations (3)
14. The Stuttering Generalized Waring Distribution
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article The stuttering generalized waring distribution, Statistics & Probability Letters, Elsevier (1986) View citations (13) (1986)

1983

15. Identifiability of Compound Poisson Distributions
    MPRA Paper, University Library of Munich, Germany View citations (2)

1979

16. Characterization of the Compound Poisson Distribution
    MPRA Paper, University Library of Munich, Germany View citations (2)

Journal Articles

2007

1. Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
   Applied Financial Economics, 2007, 17, (2), 149-171 View citations (13)

2005

2. Evaluating volatility forecasts in option pricing in the context of a simulated options market
   Computational Statistics & Data Analysis, 2005, 49, (2), 611-629 View citations (19)
   See also Working Paper Evaluating Volatility Forecasts in Option Pricing in the Context of a Simulated Options Market, MPRA Paper (2005) View citations (19) (2005)
3. Letter to the Editor; Comments on the paper of Shan et al.: The multivariate Waring distribution
   Scientometrics, 2005, 62, (2), 293-296
4. On Certain Indices for Ordinal Data with Unequally Weighted Classes
   Quality & Quantity: International Journal of Methodology, 2005, 39, (5), 515-536 View citations (1)
   See also Working Paper On Certain Indices for Ordinal Data with Unequally Weighted Classes, MPRA Paper (2005) View citations (1) (2005)

2003

5. Choosing initial values for the EM algorithm for finite mixtures
   Computational Statistics & Data Analysis, 2003, 41, (3-4), 577-590 View citations (60)

1999

6. On Testing for the Number of Components in a Mixed Poisson Model
   Annals of the Institute of Statistical Mathematics, 1999, 51, (1), 149-162 View citations (4)

1998

7. Minimum Hellinger distance estimation for Poisson mixtures
   Computational Statistics & Data Analysis, 1998, 29, (1), 81-103 View citations (14)

1996

8. Towards a unification of certain characterizations by conditional expectations
   Annals of the Institute of Statistical Mathematics, 1996, 48, (1), 157-168 View citations (2)

1989

9. A probability distribution associated with events with multiple occurrences
   Statistics & Probability Letters, 1989, 8, (4), 389-395 View citations (1)
   See also Working Paper A Probability Distribution Associated With Events With Multiple Occurrences, MPRA Paper (1989) View citations (1) (1989)

1986

10. The stuttering generalized waring distribution
    Statistics & Probability Letters, 1986, 4, (6), 313-318 View citations (13)
    See also Working Paper The Stuttering Generalized Waring Distribution, MPRA Paper (1986) View citations (3) (1986)

1984

11. Linear regression and the Yule distribution
    Journal of Econometrics, 1984, 24, (3), 397-403 View citations (3)