Articoli pubblicati da:
Cavaliere, GiuseppeRisultato della ricerca: (13 titoli )
| Asymptotic inference for reflected Brownian motions |
Statistica - 1997
| Bounded integrated processes and unit root tests. |
Statistical methods & applications : Journal of the Italian Statistical Society - 2002
| Detecting undeclared target zones within the European Monetary System |
Statistica - 1998
| Determinazione del numero dei fattori in presenza di correlazione tra gli errori |
Statistica - 1995
| Determining the number of cointegrating relations under rank constraints |
Università degli Studi dell'Insubria. Dipartimento di Economia. Quaderni di ricerca - 2001
| Devaluation expectations and the unit root hypothesis : the italian lira int the european monetary system |
Journal of the Italian statistical society - 1996
| The econometrics of consumption risk sharing: a new perspective. |
Statistica - 2001
| Fundamentals and asset price dynamics |
Statistical methods & applications : Journal of the Italian Statistical Society - 2003
| Multivariate analysis of financial data |
Statistica applicata - 1997
| A new approach stock price modelling and the efficiency of the italian stock exchange. |
Journal of the Italian statistical society - 1999
| A note on unit root testing in the presence of level shifts |
Statistica - 2006
| Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia |
Rivista di politica economica - 2005
| Test for cointegration rank and choise of the alternative |
Statistical methods & applications : Journal of the Italian Statistical Society - 2009