MASSACCI, Daniele
MASSACCI, Daniele
DIPARTIMENTO DI SCIENZE ECONOMICHE E STATISTICHE
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Risultati 1 - 11 di 11 (tempo di esecuzione: 0.014 secondi).
Unstable Diffusion Indexes: With an Application to Bond Risk Premia
2019 Massacci, D
Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance
2015 Massacci, D
Least Squares Estimation of Large Dimensional Threshold Factor Models
2017 Massacci, D
Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global Markets Connectedness
2016 Massacci, D
A two-regime threshold model with conditional skewed Student t distributions for stock returns
2014 Massacci, D
A Variable Addition Test for Exogeneity in Structural Threshold Models
2013 Massacci, D
Forecasting stock returns with large dimensional factor models
2021 Giovannelli, A; Massacci, D; Soccorsi, S
A Simple Test for Linearity against Exponential Smooth Transition Models with Endogenous Variables
2012 Massacci, D
Testing for Regime Changes in Portfolios with a Large Number of Assets: A Robust Approach to Factor Heteroskedasticity
2021 Massacci, D
A Switching Model with Flexible Threshold Variable: With an Application to Nonlinear Dynamics in Stock Returns
2013 Massacci, D
Forecasting in factor augmented regressions under structural change
2023 Massacci, Daniele; Kapetanios, George