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Peaks, gaps, and time reversibility of economic time series
Proietti, Tommaso - 2020
Persistent link: https://www.econbiz.de/10012487817
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Ups and (draw)downs
Proietti, Tommaso - 2024
Persistent link: https://www.econbiz.de/10014549053
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Identifying economic shocks in a rare disaster environment
Corrado, Luisa; Grassi, Stefano; Paolillo, Aldo - 2021
Persistent link: https://www.econbiz.de/10013256340
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The transmission mechanism of quantitative easing : a Markov-switching FAVAR approach
Corrado, Luisa; Grassi, Stefano; Minnella, Enrico - 2021
Persistent link: https://www.econbiz.de/10013256350
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Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano; Violante, Francesco - 2021
Persistent link: https://www.econbiz.de/10012487978
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A structural model of market friction with time-varying volatility
Buccheri, Giuseppe; Grassi, Stefano; Vocalelli, Giorgio - 2021
Persistent link: https://www.econbiz.de/10012489003
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The macroeconomic effects of aerospace shocks
Corrado, Luisa; Grassi, Stefano; Silgado-Gómez, Edgar - 2020
Persistent link: https://www.econbiz.de/10012489051
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The time-varying multivariate autoregressive index model
Cubadda, Gianluca; Grassi, Stefano; Guardabascio, Barbara - 2024
Persistent link: https://www.econbiz.de/10014515646
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Efficient nonparametric estimation of generalized autocovariances
Luati, Alessandra; Papagni, Francesca; Proietti, Tommaso - 2021
Persistent link: https://www.econbiz.de/10013256336
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Modelling cycles in climate series : the fractional sinusoidal waveform process
Proietti, Tommaso; Maddanu, Federico - 2021
Persistent link: https://www.econbiz.de/10013256348