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 Asymptotic Distribution of the Dickey–Fuller Statistic under Nonnegativity Constraint — Solution
2004 cavaliere, G.
The role of the normal distribution in financial markets
2004 CAVALIERE G.; COSTA M.; IEZZI S.
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.
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.
Testing the null of co-integration in the presence of variance breaks
2006 Cavaliere G.; Taylor A.M.R.
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