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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper"
~person:"Santucci de Magistris, Paolo"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Working Paper"
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Santucci de Magistris, Paolo
Van Reenen, John
37
Böhringer, Christoph
28
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23
Christoffersen, Peter F.
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Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
Saved in:
2
Indirect inference with time series observed with error
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010464716
Saved in:
3
Volatility jumps and their economic determinants
Caporin, Massimiliano
;
Rossi, Edward
;
Santucci de …
-
2014
Persistent link: https://www.econbiz.de/10010394556
Saved in:
4
On the identification of fractionally cointegrated VAR models with the F(d) condition
Santucci de Magistris, Paolo
;
Carlini, Federico
-
2014
Persistent link: https://www.econbiz.de/10010433250
Saved in:
5
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
6
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
-
2014
Persistent link: https://www.econbiz.de/10010401692
Saved in:
7
It’s all about volatility (of volatility) : evidence from a two-factor stochastic volatility model
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2013
Persistent link: https://www.econbiz.de/10009712566
Saved in:
8
On the identification of fractionally cointegrated VAR models with the F(d) condition
Carlini, Federico
;
Santucci de Magistris, Paolo
-
2013
Persistent link: https://www.econbiz.de/10010226857
Saved in:
9
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
Saved in:
10
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10008986693
Saved in:
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