CAVICCHIOLI, MADDALENA
CAVICCHIOLI, MADDALENA
Dipartimento di Economia
Mostra
records
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
2014-01-01 Billio, Monica; Cavicchioli, Maddalena
Essays on Markov Switching models with applications in economics and finance
2014-03-21 Cavicchioli, Maddalena
Markov Switching Models for Volatility: Filtering, Approximation and Duality
2013-01-01 Billio, Monica; Cavicchioli, Maddalena
On Asymptotic Properties of the QML Estimator for GARCH Models
2013-01-01 Cavicchioli, Maddalena
Spectral Density of Markov Switching VARMA Models
2013-01-01 Cavicchioli, Maddalena
Structural Macroeconomic Analysis for Dynamic Factor Models
2010-01-01 Cavicchioli, Maddalena
Validating markov switching VAR through spectral representations
2016-01-01 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 | - |