Concepedia

Loukia Meligkotsidou

LM

Statistics

Publications

19

Citations

721

H-Index

14

Active since

2004

Affiliations

Athens University of Economics and Business(Current)

National and Kapodistrian University of Athens

Lancaster University

University of Piraeus

University of Kent

Loukia Meligkotsidou is an author at Athens University of Economics and Business specializing in statistics, statistical inference, and finance.

Top concepts

StatisticsStatistical InferenceFinanceBusinessEngineeringManagementForecastingPredictive AnalyticsQuantitative ManagementAsset Pricing

Publications per year

2004–2019

19

Publications

19

Multivariate Poisson regression with covariance structure

Dimitris Karlis, Loukia Meligkotsidou · Statistics and Computing · 2005 · 146 citations

Multidimensional Analysis, Statistical Inference, Multivariate Approximation +3

Finite mixtures of multivariate Poisson distributions with application

Dimitris Karlis, Loukia Meligkotsidou · Journal of Statistical Planning and Inference · 2006 · 118 citations

Finite Mixtures, Mixture Distribution, Engineering +5

Quantile regression analysis of hedge fund strategies

Loukia Meligkotsidou, Ioannis D. Vrontos, Spyridon D. Vrontos · Journal of Empirical Finance · 2008 · 86 citations

Fund Management, Hedge Fund, Management +7

A Quantile Regression Approach to Equity Premium Prediction

Loukia Meligkotsidou, Ekaterini Panopoulou, Ioannis D. Vrontos et al. · Journal of Forecasting · 2014 · 53 citations

Forecasting Methodology, Probabilistic Forecasting, Engineering +15

Exact Filtering for Partially Observed Continuous Time Models

Paul Fearnhead, Loukia Meligkotsidou · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2004 · 50 citations · Full text

Engineering, Exact Filtering, Markov Chain Monte Carlo +22

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