Evdokia Xekalaki

Finance · 2000–2005

A researcher in the Science corpus: 5 papers; trusts 29 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Evdokia Xekalaki trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Y. Tse
  4. Michael Devaney
  5. Ole E. Barndorff-Nielsen
  6. Arthur P. Dempster
  7. Peter J. Brockwell
  8. P. Giot
  9. Eric Jondeau
  10. Liudas Giraitis

Who trusts Evdokia Xekalaki overall

  1. Zhaohui Wang
  2. Aristidis K. Nikoloulopoulos
  3. Dimitris Karlis
  4. Bettina Grün
  5. Friedrich Leisch

Papers from Evdokia Xekalaki's perspective

Ordered by how strongly the researchers Evdokia Xekalaki trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  4. The Behavior of Stock-Market Prices
  5. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  6. A test for constant correlations in a multivariate GARCH model
  7. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  8. A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors
  9. The Realized Volatility of FTSE-100 Futures Prices
  10. An Analysis of Transformations

Their papers