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A Generalised Fractional Differencing Bootstrap for Long Memory Processes
Kapetanios, George; Papailias, Fotis; Taylor, A. M. Robert - In: Journal of Time Series Analysis 40 (2019) 4, pp. 467-492
Persistent link: https://www.econbiz.de/10012094984
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Corrigendum to “A Generalised Fractional Differencing Bootstrap for Long Memory Processes” Journal of Time Series Analysis 40 : 467‐492 (2019) DOI : 10.1111...
Kapetanios, George; Papailias, Fotis; Taylor, A. M. Robert - In: Journal of Time Series Analysis (2021)
Persistent link: https://www.econbiz.de/10012538247
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Investigating the predictive ability of ONS big data‐based indicators
Kapetanios, George; Papailias, Fotis - In: Journal of Forecasting 41 (2021) 2, pp. 252-258
Persistent link: https://www.econbiz.de/10012632570
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Time series reversal in trend‐following strategies
Liu, Jiadong; Papailias, Fotis - In: European Financial Management (2021)
Persistent link: https://www.econbiz.de/10012809553
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Measurement of factor strength : Theory and practice
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of Applied Econometrics 36 (2021) 5, pp. 587-613
Persistent link: https://www.econbiz.de/10012632811
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Large time‐varying parameter VARs : A nonparametric approach
Kapetanios, George; Marcellino, Massimiliano; Venditti, … - In: Journal of Applied Econometrics 34 (2019) 7, pp. 1027-1049
Persistent link: https://www.econbiz.de/10012082856
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Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models
Hacıoğlu Hoke, Sinem; Kapetanios, George - In: Journal of Applied Econometrics 36 (2020) 1, pp. 125-150
Persistent link: https://www.econbiz.de/10012407238