PAPAILIAS, FOTIS: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

An improved moving average technical trading rule

Papailias, Fotis, Thomakos, Dimitrios D.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2015

Language:

english

File:

PDF, 381 KB

english, 2015

2

MOMENTUM TRADING IN NEW YORK STOCK EXCHANGE (NYSE) ENERGY STOCKS

THOMAKOS, DIMITRIOS D., PAPAILIAS, FOTIS

Journal:

International Journal of Energy and Statistics

Year:

2013

Language:

english

File:

PDF, 248 KB

english, 2013

3

TRADING ENERGY ETFs WITH AN IMPROVED MOVING AVERAGE STRATEGY

PAPAILIAS, FOTIS, THOMAKOS, DIMITRIOS D.

Journal:

International Journal of Energy and Statistics

Year:

2013

Language:

english

File:

PDF, 470 KB

english, 2013

4

A Generalised Fractional Differencing Bootstrap for Long Memory Processes

Kapetanios, George, Papailias, Fotis, Taylor, A. M. Robert

Journal:

Journal of Time Series Analysis

Year:

2019

Language:

english

File:

PDF, 207 KB

english, 2019

5

Modified information criteria and selection of long memory time series models

Baillie, Richard T., Kapetanios, George, Papailias, Fotis

Journal:

Computational Statistics & Data Analysis

Year:

2014

Language:

english

File:

PDF, 371 KB

english, 2014

6

Covariance averaging for improved estimation and portfolio allocation

Papailias, Fotis, Thomakos, Dimitrios D.

Journal:

Financial Markets and Portfolio Management

Year:

2015

Language:

english

File:

PDF, 294 KB

english, 2015

7

Forecasting long memory series subject to structural change: A two-stage approach

Papailias, Fotis, Fruet Dias, Gustavo

Journal:

International Journal of Forecasting

Year:

2015

Language:

english

File:

PDF, 382 KB

english, 2015

8

The Baltic Dry Index: cyclicalities, forecasting and hedging strategies

Papailias, Fotis, Thomakos, Dimitrios D., Liu, Jiadong

Journal:

Empirical Economics

Year:

2017

Language:

english

File:

PDF, 618 KB

english, 2017

9

Bandwidth selection by cross-validation for forecasting long memory financial time series

Baillie, Richard T., Kapetanios, George, Papailias, Fotis

Journal:

Journal of Empirical Finance

Year:

2014

Language:

english

File:

PDF, 471 KB

english, 2014

10

“Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU

Thomakos, Dimitrios D., Papailias, Fotis

Journal:

Review of International Economics

Year:

2014

Language:

english

File:

PDF, 3.22 MB

english, 2014

11

Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods

Kapetanios, George, Marcellino, Massimiliano, Papailias, Fotis

Journal:

Computational Statistics & Data Analysis

Year:

2015

Language:

english

File:

PDF, 581 KB

english, 2015

12

Inference for impulse response coefficients from multivariate fractionally integrated processes

Baillie, Richard T., Kapetanios, George, Papailias, Fotis

Journal:

Econometric Reviews

Year:

2015

Language:

english

File:

PDF, 1.09 MB

english, 2015

13

EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues

Papailias, Fotis, Thomakos, Dimitrios

Journal:

International Journal of Forecasting

Year:

2016

Language:

english

File:

PDF, 795 KB

english, 2016

14

Big Data Econometrics: Now Casting and Early Estimates

Marcellino, Massimiliano, Papailias, Fotis, Mazzi, Gian Luigi, Kapetanios, George, Buono, Dario

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 464 KB

english, 2018

15

Inference for Impulse Response Coefficients from Multivariate Fractionally Integrated Processes

Baillie, Richard, Kapetanios, George, Papailias, Fotis

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 747 KB

english, 2014

16

Covariance Averaging for Improved Estimation and Portfolio Allocation

Thomakos, Dimitrios D., Papailias, Fotis

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 364 KB

english, 2013

17

Returns Signal Momentum

Papailias, Fotis

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 600 KB

english, 2017

18

An Improved Moving Average Technical Trading Rule

Papailias, Fotis, Thomakos, Dimitrios D.

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 1.21 MB

english, 2011

19

Volatility Discovery

Fruet Dias, Gustavo, Scherrer, Cristina Mabel, Papailias, Fotis

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 671 KB

english, 2017

20

The Baltic Dry Index: Cyclical Analysis and Forecasting

Papailias, Fotis, Thomakos, Dimitrios D.

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 1.72 MB

english, 2013

21

Time Series Reversal of Financial Assets

Liu, Jiadong, Papailias, Fotis

Journal:

SSRN Electronic Journal

Year:

2017

File:

PDF, 540 KB

2017

22

Time Series Reversal of Financial Assets

Liu, Jiadong, Papailias, Fotis

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 540 KB

english, 2017