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Fotis Papailias

Personal Details

First Name:Fotis
Middle Name:
Last Name:Papailias
Suffix:
RePEc Short-ID:ppa703
[This author has chosen not to make the email address public]
http://www.quantf.com

Affiliation

(50%) Department of Economics
Business School
Queen's University

Belfast, United Kingdom
https://www.qub.ac.uk/schools/queens-business-school/research/economics/
RePEc:edi:dequbuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers


    repec:qmw:qmwecw:wp679 is not listed on IDEAS

Articles

  1. George Kapetanios & Fotis Papailias & A. M. Robert Taylor, 2019. "A Generalised Fractional Differencing Bootstrap for Long Memory Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(4), pages 467-492, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. George Kapetanios & Fotis Papailias & A. M. Robert Taylor, 2019. "A Generalised Fractional Differencing Bootstrap for Long Memory Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(4), pages 467-492, July.

    Cited by:

    1. Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024. "Robust testing for explosive behavior with strongly dependent errors," Journal of Econometrics, Elsevier, vol. 238(2).
    2. Peter C. B. Phillips, 2021. "Pitfalls in Bootstrapping Spurious Regression," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 163-217, December.
    3. Arteche, Josu, 2024. "Bootstrapping long memory time series: Application in low frequency estimators," Econometrics and Statistics, Elsevier, vol. 29(C), pages 1-15.
    4. Marchese, Malvina & Kyriakou, Ioannis & Tamvakis, Michael & Di Iorio, Francesca, 2020. "Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models," Energy Economics, Elsevier, vol. 88(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2011-06-25. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2011-06-25. Author is listed

Corrections

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