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Papailias, Fotis
44  results:
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1

An Econometric Analysis of Volatility Discovery:

Fruet Dias, Gustavo ; Papailias, Fotis ; Scherrer, Cristina
Journal of Business & Economic Statistics.  42 (2024)  3 - p. 1095-1106 , 2024
Link: https://doi.org/10.1080/..
 
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2

Assessing the economy using faster indicators:

Kapetanios, George ; Papailias, Fotis
Journal of Forecasting.  43 (2023)  1 - p. 208-223 , 2023
Link: https://doi.org/10.1002/..
 
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3

US and EA yield curve persistence during the COVID-19 pande..:

Papailias, Fotis
Finance Research Letters.  44 (2022)  - p. 102087 , 2022
Link: https://doi.org/10.1016/..
 
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4

Time series reversal in trend-following strategies:

Liu, Jiadong ; Papailias, Fotis
Liu, J., Papailias, F. (2021). Time series reversal in trend-following strategies. European Financial Management, 1– 33..  , 2021
Link: https://ssrn.com/abstrac..
 
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5

Return signal momentum:

Papailias, Fotis ; Liu, Jiadong ; Thomakos, Dimitrios D.
Journal of Banking & Finance.  124 (2021)  - p. 106063 , 2021
Link: https://doi.org/10.1016/..
 
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6

Direction-of-change forecasting in commodity futures market:

Liu, Jiadong ; Papailias, Fotis ; Quinn, Barry
International Review of Financial Analysis.  74 (2021)  - p. 101677 , 2021
Link: https://doi.org/10.1016/..
 
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7

Investigating the predictive ability of ONS big data‐based ..:

Kapetanios, George ; Papailias, Fotis
Journal of Forecasting.  41 (2021)  2 - p. 252-258 , 2021
Link: https://doi.org/10.1002/..
 
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8

Time series reversal in trend‐following strategies:

Liu, Jiadong ; Papailias, Fotis
European Financial Management.  29 (2021)  1 - p. 76-108 , 2021
Link: https://doi.org/10.1111/..
 
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9

Smart data for multinational enterprises (MNEs): using open.. 

Statistical working papers
Papailias, Fotis ; Balea, Virginia ; Vlachou, Hionia. - 2021 edition . , 2021
Link: https://data.europa.eu/d..
 
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10

Corrigendum to "A Generalised Fractional Differencing Boots..:

Kapetanios, George ; Papailias, Fotis ; Taylor, A. M. Robert
Journal of Time Series Analysis.  42 (2021)  4 - p. 492-492 , 2021
Link: https://doi.org/10.1111/..
 
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11

New methods for timely estimates: 2020 edition 

Statistical working papers: Economy and finance
Mazzi, Gian Luigi ; Kapetanios, George ; Marcellino, Massimiliano. - 2020 edition . , 2020
Link: https://data.europa.eu/d..
 
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12

A Generalised Fractional Differencing Bootstrap for Long Me..:

Kapetanios, George ; Papailias, Fotis ; Taylor, A. M. Robert
Journal of Time Series Analysis.  40 (2019)  4 - p. 467-492 , 2019
Link: https://doi.org/10.1111/..
 
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13

Return Signal Momentum:

Papailias, Fotis ; Liu, Jiadong ; Thomakos, Dimitrios D.
Journal of Banking and Finance, Forthcoming.  , 2019
Link: https://ssrn.com/abstrac..
 
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14

EXSSA: SSA-based reconstruction of time series via exponent..:

Papailias, Fotis ; Thomakos, Dimitrios
International Journal of Forecasting.  33 (2017)  1 - p. 214-229 , 2017
Link: https://doi.org/10.1016/..
 
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15

Big data conversion techniques including their main feature.. 

Statistical working papers
Kapetanios, George ; Marcellino, Massimiliano ; Papailias, Fotis - 2017 edition . , 2017
Link: https://data.europa.eu/d..
 
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