Research output per year
Research output per year
Research output
- 18 Article
- 18 results
Search results
-
2024
Assessing the economy using faster indicators
Kapetanios, G. & Papailias, F., Jan 2024, In: JOURNAL OF FORECASTING. 43, 1, p. 208-223 16 p.Research output: Contribution to journal › Article › peer-review
Open Access -
2022
US and EA yield curve persistence during the COVID-19 pandemic
Papailias, F., Jan 2022, In: Finance research letters. 44, 102087.Research output: Contribution to journal › Article › peer-review
Open Access2 Citations (Scopus) -
2021
Direction-of-change forecasting in commodity futures markets
Liu, J., Papailias, F. & Quinn, B., Mar 2021, In: International Review of Financial Analysis. 74, 101677.Research output: Contribution to journal › Article › peer-review
Open AccessFile17 Downloads (Pure) -
Investigating the predictive ability of ONS big data-based indicators
Kapetanios, G. & Papailias, F., 26 Aug 2021, (E-pub ahead of print) In: JOURNAL OF FORECASTING. 41, 2Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
Return signal momentum
Papailias, F., Liu, J. & Thomakos, D. D., 9 Feb 2021, (E-pub ahead of print) In: Journal of Banking and Finance. 124, 106063.Research output: Contribution to journal › Article › peer-review
Open AccessFile8 Citations (Scopus)19 Downloads (Pure) -
Time series reversal in trend-following strategies
Liu, J. & Papailias, F., 15 Dec 2021, (E-pub ahead of print) In: European Financial Management.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)17 Downloads (Pure) -
2017
EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues
Papailias, F. & Thomakos, D., 1 Jan 2017, In: INTERNATIONAL JOURNAL OF FORECASTING. 33, 1, p. 214-229Research output: Contribution to journal › Article › peer-review
11 Citations (Scopus) -
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, R. T., Kapetanios, G. & Papailias, F., 16 Mar 2017, In: ECONOMETRIC REVIEWS. 36, 1-3, p. 60-84Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus) -
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies
Papailias, F., Thomakos, D. D. & Liu, J., 1 Feb 2017, In: The Empirical Economics Letters. 52, 1, p. 255-282Research output: Contribution to journal › Article › peer-review
Open AccessFile41 Citations (Scopus)204 Downloads (Pure) -
2016
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods
Kapetanios, G., Marcellino, M. & Papailias, F., 1 Aug 2016, In: COMPUTATIONAL STATISTICS AND DATA ANALYSIS. 100, 0, p. 369-382Research output: Contribution to journal › Article › peer-review
22 Citations (Scopus) -
2015
An improved moving average technical trading rule
Papailias, F. & Thomakos, D. D., 1 Jun 2015, In: PHYSICA A. 428, p. 458-469Research output: Contribution to journal › Article › peer-review
20 Citations (Scopus) -
Covariance averaging for improved estimation and portfolio allocation
Papailias, F. & Thomakos, D. D., 1 Feb 2015, In: Financial Markets and Portfolio Management. 29, 1, p. 31-59Research output: Contribution to journal › Article › peer-review
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Forecasting long memory series subject to structural change: A two-stage approach
Papailias, F. & Fruet Dias, G., 31 Oct 2015, In: INTERNATIONAL JOURNAL OF FORECASTING. 31, 4, p. 1056-1066 11 p.Research output: Contribution to journal › Article › peer-review
7 Citations (Scopus) -
2014
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, R. T., Kapetanios, G. & Papailias, F., Dec 2014, In: Journal of Empirical Finance. 29, p. 129-143Research output: Contribution to journal › Article › peer-review
9 Citations (Scopus) -
Modified information criteria and selection of long memory time series models
Baillie, R. T., Kapetanios, G. & Papailias, F., 1 Aug 2014, In: COMPUTATIONAL STATISTICS AND DATA ANALYSIS. 76, p. 116-131Research output: Contribution to journal › Article › peer-review
12 Citations (Scopus) -
"Out of Sync": The Breakdown of Economic Sentiment Cycles in the EU
Thomakos, D. D. & Papailias, F., 1 Feb 2014, In: International Review of Economics. 22, 1, p. 131-150Research output: Contribution to journal › Article › peer-review
6 Citations (Scopus) -
2013
MOMENTUM TRADING IN NEW YORK STOCK EXCHANGE (NYSE) ENERGY STOCKS
Thomakos, D. D. & Papailias, F., 27 Dec 2013, In: International Journal of Energy and Statistics. 01, 04, p. 243-256Research output: Contribution to journal › Article › peer-review
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TRADING ENERGY ETFs WITH AN IMPROVED MOVING AVERAGE STRATEGY
Papailias, F. & Thomakos, D. D., 1 Mar 2013, In: International Journal of Energy and Statistics. 01, 01, p. 31-43Research output: Contribution to journal › Article › peer-review