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Items where Author is "Papailias, Fotis"

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Article

Kapetanios, George and Papailias, Fotis and Taylor, AM Robert (2019) A Generalised Fractional Differencing Bootstrap for Long Memory Processes. Journal of Time Series Analysis, 40 (4). pp. 467-492. DOI https://doi.org/10.1111/jtsa.12460

Monograph

Kapetanios, George and Papailias, Fotis and Taylor, AM Robert (2019) A Generalised Fractional Differencing Bootstrap for Long Memory Processes. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

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