Fotis Papailias
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Person:1618384
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 |
|---|---|---|
| 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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