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Results: 1-16 |
Results: 16
International dynamic risk sharing
Authors: Cavaliere, Giuseppe Fanelli, Luca Gardini, Attilio
Citation: Cavaliere, Giuseppe et al., International dynamic risk sharing, Journal of applied econometrics , 23(1), 2008, pp. 1-16
Wild bootstrap of the sample mean in the infinite variance case
Authors: Cavaliere, Giuseppe Georgiev, Iliyan Taylor, Robert A. M.
Citation: Cavaliere, Giuseppe et al., Wild bootstrap of the sample mean in the infinite variance case, Econometric reviews , 32(2), 2013, pp. 204-219
A note on testing covariance stationarity
Authors: Cavaliere, Giuseppe
Citation: Cavaliere, Giuseppe, A note on testing covariance stationarity, Econometric reviews , 28(4), 2009, pp. 364-371
Bootstrap M unit root tests
Authors: Cavaliere, Giuseppe Taylor, Robert A. M.
Citation: Cavaliere, Giuseppe et M. Taylor, Robert A., Bootstrap M unit root tests, Econometric reviews , 28(5), 2009, pp. 393-421
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Authors: Cavaliere, Giuseppe Skrobotov, Anton Taylor, A M Robert
Citation: Cavaliere, Giuseppe et al., Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility, Econometric reviews , 38(5), 2019, pp. 509-532
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility
Authors: Cavaliere, Giuseppe Phillips, Peter C B Smeekes, Stephan Taylor, A M Robert
Citation: Cavaliere, Giuseppe et al., Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility, Econometric reviews , 34(4), 2015, pp. 512-536
The R/S Statistics as a Unit Root Test
Authors: Cavaliere, Giuseppe
Citation: Cavaliere, Giuseppe, The R/S Statistics as a Unit Root Test, Econometric theory (Online) , 18(2), 2002, pp. 544-545
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models
Authors: Cavaliere, Giuseppe Rahbek, Anders Robert Taylor, A M
Citation: Cavaliere, Giuseppe et al., Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models, Econometric reviews , 33(5-6), 2014, pp. 606-650
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion
Authors: Cavaliere, Giuseppe Taylor, A M Robert Trenkler, Carsten
Citation: Cavaliere, Giuseppe et al., Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion, Econometric reviews , 32(7), 2013, pp. 814-847
The econometrics of consumption risk sharing: a new perspective.
Authors: Cavaliere, Giuseppe Gardini, Attilio Fanelli, Luca
Citation: Giuseppe Cavaliere et al., The econometrics of consumption risk sharing: a new perspective., Statistica, 61(4), 2001, pp. 595-0
A new approach stock price modelling and the efficiency of the italian stock exchange.
Authors: Costa, Michele Cavaliere, Giuseppe Gardini, Attilio
Citation: Michele Costa et al., A new approach stock price modelling and the efficiency of the italian stock exchange., Journal of the italian statistical society, 8(1), 1999, pp. 25-47
Detecting undeclared target zones within the European Monetary System
Authors: Cavaliere, Giuseppe
Citation: Giuseppe Cavaliere, Detecting undeclared target zones within the European Monetary System, Statistica, 58(3), 1998, pp. 433-455
Multivariate analysis of financial data
Authors: Costa, Michele Cavaliere, Giuseppe
Citation: Michele Costa et Giuseppe Cavaliere, Multivariate analysis of financial data, Statistica applicata, 9(2), 1997, pp. 219-230
Asymptotic inference for reflected Brownian motions
Authors: Cavaliere, Giuseppe
Citation: Giuseppe Cavaliere, Asymptotic inference for reflected Brownian motions, Statistica, 57(4), 1997, pp. 553-571
Devaluation expectations and the unit root hypothesis : the italian lira int the european monetary system
Authors: Cavaliere, Giuseppe
Citation: Giuseppe Cavaliere, Devaluation expectations and the unit root hypothesis : the italian lira int the european monetary system, Journal of the italian statistical society, 5(1), 1996, pp. 39-71
Determinazione del numero dei fattori in presenza di correlazione tra gli errori
Authors: Cavaliere, Giuseppe
Citation: Giuseppe Cavaliere, Determinazione del numero dei fattori in presenza di correlazione tra gli errori, Statistica, 55(4), 1995, pp. 496-516
Risultati: 1-16 |