Sfoglia per Autore
Devaluation expectations and the unit root hypothesis: the italian lira in the european monetary system
1996 Cavaliere, Giuseppe
Firm size and the Italian Stock Exchange
1999 Cavaliere G.; Costa M.
Bounded integrated processes and unit root tests
2002 Cavaliere, Giuseppe
Fundamentals and asset price dynamics
2003 Gardini A.; Cavaliere G.; Costa M.
Unit root tests under time-varying variances
2004 CAVALIERE G.
Testing stationarity under a permanent variance shift
2004 CAVALIERE G.
The role of the normal distribution in financial markets
2004 CAVALIERE G.; COSTA M.; IEZZI S.
The Asymptotic Distribution of the Dickey–Fuller Statistic under Nonnegativity Constraint — Solution
2004 cavaliere, G.
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia
2005 A. Gardini; G. Cavaliere; L. Fanelli
Limited Time Series with a Unit Root
2005 Cavaliere, G.
Testing mean reversion in target-zone exchange rates
2005 Cavaliere G.
International dynamic risk sharing
2005 G. Cavaliere; L. Fanelli; A. Gardini
Stationarity tests under time-varying variances
2005 Cavaliere G.; Taylor A.M.R.
Book review: “N. Shephard, Stochastic volatility: selected readings''
2006 Cavaliere G.
Cointegrated Limited Time Series
2006 Cavaliere G.
Heteroskedastic unit roots
2006 cavaliere G.
A note of unit root testing in the presence of level shifts
2006 Cavaliere G; Georgiev I.
Regional consumption dynamics and risk sharing in Italy
2006 Cavaliere G; Fanelli L; Gardini A
Testing for a unit root in autoregressions with multiple level shifts
2006 Cavaliere G.; Georgiev I.
International Dynamic Risk Sharing
2006 Gardini A.; Cavaliere G.; Fanelli L.
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| Devaluation expectations and the unit root hypothesis: the italian lira in the european monetary system | Cavaliere, Giuseppe | 1996-01-01 | JOURNAL OF THE ITALIAN STATISTICAL SOCIETY | - | 1.01 Articolo in rivista | - |
| Firm size and the Italian Stock Exchange | Cavaliere G.; Costa M. | 1999-01-01 | APPLIED ECONOMICS LETTERS | - | 1.01 Articolo in rivista | - |
| Bounded integrated processes and unit root tests | Cavaliere, Giuseppe | 2002-01-01 | STATISTICAL METHODS & APPLICATIONS | - | 1.01 Articolo in rivista | - |
| Fundamentals and asset price dynamics | Gardini A.; Cavaliere G.; Costa M. | 2003-01-01 | STATISTICAL METHODS & APPLICATIONS | - | 1.01 Articolo in rivista | - |
| Unit root tests under time-varying variances | CAVALIERE G. | 2004-01-01 | ECONOMETRIC REVIEWS | - | 1.01 Articolo in rivista | - |
| Testing stationarity under a permanent variance shift | CAVALIERE G. | 2004-01-01 | ECONOMICS LETTERS | - | 1.01 Articolo in rivista | - |
| The role of the normal distribution in financial markets | CAVALIERE G.; COSTA M.; IEZZI S. | 2004-01-01 | - | SPRINGER | 2.01 Capitolo / saggio in libro | - |
| The Asymptotic Distribution of the Dickey–Fuller Statistic under Nonnegativity Constraint — Solution | cavaliere, G. | 2004-01-01 | ECONOMETRIC THEORY | - | 1.01 Articolo in rivista | - |
| Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia | A. Gardini; G. Cavaliere; L. Fanelli | 2005-01-01 | RIVISTA DI POLITICA ECONOMICA | - | 1.01 Articolo in rivista | - |
| Limited Time Series with a Unit Root | Cavaliere, G. | 2005-01-01 | ECONOMETRIC THEORY | - | 1.01 Articolo in rivista | - |
| Testing mean reversion in target-zone exchange rates | Cavaliere G. | 2005-01-01 | APPLIED ECONOMICS | - | 1.01 Articolo in rivista | - |
| International dynamic risk sharing | G. Cavaliere; L. Fanelli; A. Gardini | 2005-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
| Stationarity tests under time-varying variances | Cavaliere G.; Taylor A.M.R. | 2005-01-01 | ECONOMETRIC THEORY | - | 1.01 Articolo in rivista | - |
| Book review: “N. Shephard, Stochastic volatility: selected readings'' | Cavaliere G. | 2006-01-01 | ECONOMIC JOURNAL | - | 1.03 Recensione in rivista | - |
| Cointegrated Limited Time Series | Cavaliere G. | 2006-01-01 | - | CLEUP | 4.01 Contributo in Atti di convegno | - |
| Heteroskedastic unit roots | cavaliere G. | 2006-01-01 | - | Omgrafica Roma | 4.01 Contributo in Atti di convegno | - |
| A note of unit root testing in the presence of level shifts | Cavaliere G; Georgiev I. | 2006-01-01 | STATISTICA | - | 1.01 Articolo in rivista | A note of unit root testing.pdf |
| Regional consumption dynamics and risk sharing in Italy | Cavaliere G; Fanelli L; Gardini A | 2006-01-01 | INTERNATIONAL REVIEW OF ECONOMICS & FINANCE | - | 1.01 Articolo in rivista | - |
| Testing for a unit root in autoregressions with multiple level shifts | Cavaliere G.; Georgiev I. | 2006-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
| International Dynamic Risk Sharing | Gardini A.; Cavaliere G.; Fanelli L. | 2006-01-01 | - | Omgrafica Roma | 4.01 Contributo in Atti di convegno | - |
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