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Titolo Data di pubblicazione Autore(i) File
Regression specification error test as a Gauss-Newton regression - Solution 1-gen-1999 Distaso, Walter; Giovanni, Baiocchi
Visual econometrics: teaching and practising econometrics using ViSta 1-gen-2002 Baiocchi, Giovanni; Distaso, Walter
ARMA representation of squared residuals in Markov switching ARCH models - Solution. 1-gen-2003 Distaso, Walter
GRETL: Econometric software for the GNU generation 1-gen-2003 Baiocchi, Giovanni; Distaso, Walter
Semi-parametric comparison of stochastic volatility models using realized measures 1-gen-2006 Corradi, V; Distaso, Walter
Platform Competition and Broadband Adoption in Europe: Theory and Empirical Evidence from the European Union 1-gen-2006 Distaso, Walter; Lupi, P; Manenti, Fm
Nonstationarity-extended local Whittle estimation 1-gen-2007 Abadir, Km; Distaso, Walter; Giraltis, L.
Testing joint hypotheses when one of the alternatives is one-sided 1-gen-2007 Abadir, Km; Distaso, Walter
Testing for unit root processes in random coefficient autoregressive models 1-gen-2008 Distaso, Walter
Two estimators of the long-run variance: Beyond short memory 1-gen-2009 Abadir, Km; Distaso, Walter; Giraitis, L.
Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks 1-gen-2009 Awartani, B; Corradi, V; Distaso, Walter
Predictive density estimators for daily volatility based on the use of realized measures 1-gen-2009 Corradi, V; Distaso, Walter; Swanson, Nr
Static and Dynamic Efficiency in the European Telecommunications Market: The Role of Regulation on the Incentives to Invest and the Ladder of Investment 1-gen-2009 Distaso, Walter; Lupi, P; Manenti, Fm
Multiple Forecast Model Evaluation 1-gen-2011 Corradi, V; Distaso, Walter
An I(d) model with trend and cycles 1-gen-2011 Abadir, Km; Distaso, Walter; Giraitis, L.
Predictive Inference for Integrated Volatility 1-gen-2011 Corradi, V; Distaso, Walter; Swanson, Nr
International market links and volatility transmission 1-gen-2012 Valentina, Corradi; Distaso, Walter; Marcelo, Fernandes
Macroeconomic determinants of stock volatility and volatility premiums 1-gen-2013 Valentina, Corradi; Distaso, Walter; Antonio, Mele
ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES 1-gen-2014 Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas; Koul, Hira L.
Design-free estimation of variance matrices 1-gen-2014 Abadir, Karim M.; Distaso, Walter; Žikeš, Filip
Mostrati risultati da 1 a 20 di 23
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