Loukia Meligkotsidou

发表

A Quantile Regression Approach to Equity Premium Prediction

Ioannis D. Vrontos, Spyridon D. Vrontos, Loukia Meligkotsidou, 2012 .

Quantile Regression Analysis of Hedge Fund Strategies

Ioannis D. Vrontos, Spyridon D. Vrontos, Loukia Meligkotsidou, 2007 .

Finite mixtures of multivariate Poisson distributions with application

D. Karlis, Loukia Meligkotsidou, 2007 .

Exact filtering for partially observed continuous time models

P. Fearnhead, Loukia Meligkotsidou, 2004 .

A Quantile Regression Approach to Equity Premium Prediction

Loukia Meligkotsidou, Ekaterini Panopoulou, I. Vrontos, 2012 .

Filtering Methods for Mixture Models

Loukia Meligkotsidou, Paul Fearnhead, P. Fearnhead, 2007 .

On Bayesian Analysis and Unit Root Testing for Autoregressive Models in the Presence of Multiple Structural Breaks

Loukia Meligkotsidou, I. Vrontos, E. Tzavalis, 2016 .

Augmentation schemes for particle MCMC

Loukia Meligkotsidou, Paul Fearnhead, P. Fearnhead, 2014, Stat. Comput..

Misspecifying the covariance structure in a linear mixed model under MAR drop‐out

N. Pantazis, Loukia Meligkotsidou, G. Touloumi, 2020, Statistics in medicine.

Maximum-Likelihood Estimation of Coalescence Times in Genealogical Trees

P. Fearnhead, Loukia Meligkotsidou, 2005, Genetics.

Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach.

Loukia Meligkotsidou, I. Vrontos, 2008 .

Longitudinal and time‐to‐drop‐out joint models can lead to seriously biased estimates when the drop‐out mechanism is at random

N. Pantazis, Loukia Meligkotsidou, G. Touloumi, 2019, Biometrics.

Asset-liability management for pension funds in a time-varying volatility environment

Loukia Meligkotsidou, I. Vrontos, S. Vrontos, 2009 .

A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series

Loukia Meligkotsidou, I. Vrontos, Elias Tzavalis, 2011 .

A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence

Ioannis D. Vrontos, Loukia Meligkotsidou, I. Vrontos, 2012, Statistics and Computing.

Forecasting under model uncertainty: Non‐homogeneous hidden Markov models with Pòlya‐Gamma data augmentation

Loukia Meligkotsidou, Constandina Koki, Ioannis Vrontos, 2018 .

Bayesian analysis of predictive Non-Homogeneous hidden Markov models using Polya-Gamma data augmentation

Loukia Meligkotsidou, I. Vrontos, Constandina Koki, 2018, 1802.02825.

A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models of Economic Series

Loukia Meligkotsidou, Ioannis D. Vrontos, Elias Tzavalis, 2004 .

Forecasting with non-homogeneous hidden Markov models

Petros Dellaportas, Loukia Meligkotsidou, P. Dellaportas, 2011, Stat. Comput..

Asset-liability management for pension funds in a time-varying volatility environment

Loukia Meligkotsidou, I. Vrontos, S. Vrontos, 2013, Journal of Asset Management.

Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies

Loukia Meligkotsidou, Loukia Meligkotsidou, I. Vrontos, 2014 .

Postprocessing of Genealogical Trees

P. Fearnhead, Loukia Meligkotsidou, 2007, Genetics.

Running Head : Post-processing of Genealogies

P. Fearnhead, Loukia Meligkotsidou, 2022 .

Quantile forecast combinations in realised volatility prediction

Loukia Meligkotsidou, Ioannis D. Vrontos, Spyridon D. Vrontos, 2015, J. Oper. Res. Soc..

Out-of-sample equity premium prediction: a complete subset quantile regression approach

Loukia Meligkotsidou, Ekaterini Panopoulou, I. Vrontos, 2013, The European Journal of Finance.

Augmentation schemes for particle MCMC

P. Fearnhead, Loukia Meligkotsidou, 2015, Statistics and Computing.

A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence

Loukia Meligkotsidou, Ioannis D. Vrontos, Elias Tzavalis, 2014, Stat. Comput..

A Bayesian Analysis of Unit Roots in Panel Data Models with Cross-Sectional Dependence

Loukia Meligkotsidou, Ioannis D. Vrontos, Elias Tzavalis, 2009 .

A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge?

Loukia Meligkotsidou, I. Vrontos, Elias Tzavalis, 2012 .

Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility

Loukia Meligkotsidou, I. Vrontos, S. Vrontos, 2008 .

Bayesian multivariate Poisson mixtures with an unknown number of components

Loukia Meligkotsidou, Loukia Meligkotsidou, 2007, Stat. Comput..

Multivariate Poisson regression with covariance structure

Loukia Meligkotsidou, Dimitris Karlis, D. Karlis, 2005, Stat. Comput..

Joint modeling of longitudinal and competing-risk data using cumulative incidence functions for the failure submodels accounting for potential failure cause misclassification through double sampling

C. Yiannoutsos, Loukia Meligkotsidou, G. Touloumi, 2022, Biostatistics.

Out-of-sample equity premium prediction: a complete subset quantile regression approach

Ioannis D. Vrontos, Spyridon D. Vrontos, Loukia Meligkotsidou, 2013, The European Journal of Finance.