Loukia Meligkotsidou

Publication Activity (10 Years)

Years Active: 2005-2019
Publications (10 Years): 2

Top Topics

Cross Sectional

Autoregressive Conditional Heteroscedasticity

Chinese Stock Market

Top Venues

J. Oper. Res. Soc.

Publications

Loukia Meligkotsidou, Ekaterini Panopoulou, Ioannis D. Vrontos, Spyridon D. Vrontos
Quantile forecast combinations in realised volatility prediction. J. Oper. Res. Soc. 70 (10) (2019)
Paul Fearnhead, Loukia Meligkotsidou
Augmentation schemes for particle MCMC. Stat. Comput. 26 (6) (2016)
Loukia Meligkotsidou, Elias Tzavalis, Ioannis D. Vrontos
A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence. Stat. Comput. 24 (3) (2014)
Loukia Meligkotsidou, Petros Dellaportas
Forecasting with non-homogeneous hidden Markov models. Stat. Comput. 21 (3) (2011)
Loukia Meligkotsidou
Bayesian multivariate Poisson mixtures with an unknown number of components. Stat. Comput. 17 (2) (2007)
Dimitris Karlis, Loukia Meligkotsidou
Multivariate Poisson regression with covariance structure. Stat. Comput. 15 (4) (2005)