Fotis Papailias

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Dynamic estimation of sample covariance matrices via hierarchical clustering Quantitative Finance	2026-03-16	Paper
An Econometric Analysis of Volatility Discovery Journal of Business and Economic Statistics	2024-10-28	Paper
Inference for impulse response coefficients from multivariate fractionally integrated processes Econometric Reviews	2022-06-07	Paper
Corrigendum to “A Generalised Fractional Differencing Bootstrap for Long Memory Processes” Journal of Time Series Analysis 40: 467‐492 (2019) <scp>DOI</scp>: 10.1111/jtsa.12460 Journal of Time Series Analysis	2021-07-16	Paper
A generalised fractional differencing bootstrap for long memory processes Journal of Time Series Analysis	2019-07-30	Paper
Modified information criteria and selection of long memory time series models Computational Statistics and Data Analysis	2018-11-23	Paper
An improved moving average technical trading rule Physica A	2018-11-13	Paper
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods Computational Statistics and Data Analysis	2018-08-15	Paper

Research outcomes over time

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