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%) Management School
Queen's University

Belfast, United Kingdom
http://www.qub.ac.uk/mgt/
RePEc:edi:dequbuk (more details at EDIRC)

(50%) quantf research (quantf research)

http://www.quantf.com
UK

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

1. George Kapetanios & Fotis Papailias, 2011. "Block Bootstrap and Long Memory," Working Papers 679, Queen Mary University of London, School of Economics and Finance.

   Cited by:

   1. Adam McCloskey, 2012. "Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends," Working Papers 2012-17, Brown University, Department of Economics.
      • Adam McCloskey, 2013. "Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 285-301, May.
   2. Sizova, Natalia, 2014. "A frequency-domain alternative to long-horizon regressions with application to return predictability," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 261-272.
   3. Arteche, Josu & Orbe, Jesus, 2016. "A bootstrap approximation for the distribution of the Local Whittle estimator," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 645-660.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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
2. NEP-ETS: Econometric Time Series (1) 2011-06-25

Corrections

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