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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%) Management School
Queen's University

Belfast, United Kingdom
http://www.qub.ac.uk/mgt/

: +44 (0)28 9097 4200
+44 (0)28 9097 4201
Riddel Hall, 185 Stranmillis Road, Belfast, Northern Ireland, BT9 5EE
RePEc:edi:dequbuk (more details at EDIRC)

(50%) quantf research (quantf research)

http://www.quantf.com
UK

Research output

as
Jump to: Working papers

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.

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.
    2. 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.
    3. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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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