| The Baltic Dry Index: cyclicalities, forecasting and hedging strategies F Papailias, DD Thomakos, J Liu Empirical Economics 52, 255-282, 2017 | 77 | 2017 |
| Big data & macroeconomic nowcasting: Methodological review G Kapetanios, F Papailias Economic Statistics Centre of Excellence, National Institute of Economic and …, 2018 | 46 | 2018 |
| Big data types for macroeconomic nowcasting D Buono, GL Mazzi, G Kapetanios, M Marcellino, F Papailias Eurostat Review on National Accounts and Macroeconomic Indicators 1 (2017 …, 2017 | 45 | 2017 |
| An improved moving average technical trading rule F Papailias, DD Thomakos Physica A: Statistical Mechanics and its Applications 428, 458-469, 2015 | 39 | 2015 |
| Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods G Kapetanios, M Marcellino, F Papailias Computational statistics & data analysis 100, 369-382, 2016 | 36 | 2016 |
| Big data and macroeconomic nowcasting: From data access to modelling E Baldacci, D Buono, G Kapetanios, S Krische, M Marcellino, GL Mazzi, ... Luxembourg: Eurostat. Doi: http://dx. doi. org/10.2785/360587 90, 2016 | 22 | 2016 |
| Return signal momentum F Papailias, J Liu, DD Thomakos Journal of Banking & Finance 124, 106063, 2021 | 18 | 2021 |
| Empty streets, speeding and motor vehicle collisions during Covid-19 lockdowns: evidence from Northern Ireland S Vandoros, F Papailias MedRxiv, 2021.01. 03.21249173, 2021 | 18 | 2021 |
| Modified information criteria and selection of long memory time series models RT Baillie, G Kapetanios, F Papailias Computational statistics & data analysis 76, 116-131, 2014 | 17 | 2014 |
| EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues F Papailias, D Thomakos International Journal of Forecasting 33 (1), 214-229, 2017 | 15 | 2017 |
| Big data econometrics: Now casting and early estimates D Buono, G Kapetanios, M Marcellino, G Mazzi, F Papailias Milan, Bocconi University, Baffi-Carefin centre working paper 82, 2018 | 14 | 2018 |
| Volatility discovery GF Dias, C Scherrer, F Papailias | 13 | 2016 |
| Forecasting long memory series subject to structural change: A two-stage approach F Papailias, GF Dias International Journal of Forecasting 31 (4), 1056-1066, 2015 | 12 | 2015 |
| Bandwidth selection by cross-validation for forecasting long memory financial time series RT Baillie, G Kapetanios, F Papailias Journal of Empirical Finance 29, 129-143, 2014 | 12 | 2014 |
| Block bootstrap and long memory G Kapetanios, F Papailias Working paper, 2011 | 11 | 2011 |
| A generalised fractional differencing bootstrap for long memory processes G Kapetanios, F Papailias, AMR Taylor Journal of Time Series Analysis 40 (4), 467-492, 2019 | 9 | 2019 |
| Evaluation of nowcasting/flash estimation based on a big set of indicators D Buono, G Kapetanios, M Marcellino, GL Mazzi, F Papailias 16th Conference of IAOS, 2018 | 8 | 2018 |
| Variable selection for large unbalanced datasets using non-standard optimisation of information criteria and variable reduction methods G Kapetanios, MG Marcellino, F Papailias quantf research Working Paper Series: WP04/2014, 2014 | 8 | 2014 |
| An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area … G Camba-Mendez, G Kapetanios, F Papailias, MR Weale quantf research Working Paper Series: WP09/2014, 2014 | 8 | 2014 |
| Big data and macroeconomic nowcasting G Kapetanios, M Marcellino, F Papailias European Commission, Worldwide Consultants 79, 2016 | 7 | 2016 |
g kapetaniosProfessor of Finance and Econometrics, Kings College London在 kcl.ac.uk 的电子邮件经过验证
