CAVICCHIOLI, MADDALENA
CAVICCHIOLI, MADDALENA
Dipartimento di Economia
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Risultati 1 - 7 di 7 (tempo di esecuzione: 0.0 secondi).
Business Cycle and Markov Switching Models with Distributed Lags: a Comparison between US and Euro Area
2014 Billio, Monica; Cavicchioli, Maddalena
Essays on Markov Switching models with applications in economics and finance
2014 Cavicchioli, Maddalena
Markov Switching Models for Volatility: Filtering, Approximation and Duality
2013 Billio, Monica; Cavicchioli, Maddalena
On Asymptotic Properties of the QML Estimator for GARCH Models
2013 Cavicchioli, Maddalena
Spectral Density of Markov Switching VARMA Models
2013 Cavicchioli, Maddalena
Structural Macroeconomic Analysis for Dynamic Factor Models
2010 Cavicchioli, Maddalena
Validating markov switching VAR through spectral representations
2016 Billio, Monica; Cavicchioli, Maddalena
| Titolo | Data di pubblicazione | Autori | Tipo | File | Abstract |
|---|---|---|---|---|---|
| Business Cycle and Markov Switching Models with Distributed Lags: a Comparison between US and Euro Area | 1-gen-2014 | BILLIO, MonicaCAVICCHIOLI, MADDALENA | 2.1 Articolo su rivista | - | |
| Essays on Markov Switching models with applications in economics and finance | 21-mar-2014 | Cavicchioli, Maddalena | - | - | |
| Markov Switching Models for Volatility: Filtering, Approximation and Duality | 1-gen-2013 | BILLIO, MonicaCAVICCHIOLI, MADDALENA | 3.1 Articolo su libro | - | |
| On Asymptotic Properties of the QML Estimator for GARCH Models | 1-gen-2013 | CAVICCHIOLI, MADDALENA | 2.1 Articolo su rivista | - | |
| Spectral Density of Markov Switching VARMA Models | 1-gen-2013 | CAVICCHIOLI, MADDALENA | 2.1 Articolo su rivista | - | |
| Structural Macroeconomic Analysis for Dynamic Factor Models | 1-gen-2010 | CAVICCHIOLI, MADDALENA | 2.1 Articolo su rivista | - | |
| Validating markov switching VAR through spectral representations | 1-gen-2016 | BILLIO, MonicaCAVICCHIOLI, MADDALENA | 3.1 Articolo su libro | - |