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Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard; Kapetanios, George; Papailias, Fotis - In: Journal of empirical finance 29 (2014), pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
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Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard; Kapetanios, George; Papailias, Fotis - In: Econometric reviews 36 (2017) 1/3, pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
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Assessing the economy using faster indicators
Kapetanios, George; Papailias, Fotis - In: Journal of forecasting 43 (2024) 1, pp. 208-223
Persistent link: https://www.econbiz.de/10014443196
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Investigating the predictive ability of ONS big data-based indicators
Kapetanios, George; Papailias, Fotis - In: Journal of forecasting 41 (2022) 2, pp. 252-258
Persistent link: https://www.econbiz.de/10012817730
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US and EA yield curve persistence during the COVID-19 pandemic
Papailias, Fotis - In: Finance research letters 44 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014494908
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Forecasting long memory series subject to structural change : a two-stage approach
Papailias, Fotis; Dias, Gustavo Fruet - In: International journal of forecasting 31 (2015) 4, pp. 1056-1066
Persistent link: https://www.econbiz.de/10011474899
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Covariance averaging for improved estimation and portfolio allocation
Papailias, Fotis; Thomakos, Dimitrios D. - In: Financial markets and portfolio management 29 (2015) 1, pp. 31-59
Persistent link: https://www.econbiz.de/10010500749
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"Out of sync" : the breakdown of economic sentiment cycles in the EU
Thomakos, Dimitrios D.; Papailias, Fotis - In: Review of international economics 22 (2014) 1, pp. 131-150
Persistent link: https://www.econbiz.de/10011295382
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EXSSA : SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues
Papailias, Fotis; Thomakos, Dimitrios D. - In: International journal of forecasting 33 (2017) 1, pp. 214-229
Persistent link: https://www.econbiz.de/10011754701
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Direction-of-change forecasting in commodity futures markets
Liu, Jiadong; Papailias, Fotis; Quinn, Barry - In: International review of financial analysis 74 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012803933