logo
科言猫学术研究的AI总结
language
手机端手机端
  • Phone Feature微信小程序
简体中文简体中文
notice消息通知
博客博客
delete
arrow
返回
G

Giuseppe Cavaliere

University of Bologna

23H指数
169论文数
2.0K被引数
收录论文 20
发表时间
logo
Factor Network Autoregressions因子网络自回归
errJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
err2025-04-18
err0
PREAI
errMatteo Barigozzi; Giuseppe Cavaliere; Graziano Moramarco
err分享
err收藏
Bootstrap Inference in the Presence of Bias
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2024-01-09
err2
errOAAI
errCavaliere, Giuseppe; Goncalves, Silvia; Nielsen, Morten Orregaard; Zanelli, Edoardo
err分享
err收藏
Tail behavior of ACD models and consequences for likelihood-based estimation
errJOURNAL OF ECONOMETRICS
IF4
err2024-01-01
err0
errOAAI
errCavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; Vilandt, Frederik
err分享
err收藏
An identification and testing strategy for proxy-SVARs with weak proxies
errJOURNAL OF ECONOMETRICS
IF4
err2024-01-01
err0
errOAAI
errAngelini, Giovanni; Cavaliere, Giuseppe; Fanelli, Luca
err分享
err收藏
Bootstrap inference for Hawkes and general point processes
errJOURNAL OF ECONOMETRICS
IF4
err2023-07-01
err4
errOAAI
errCavaliere, Giuseppe; Lu, Ye; Rahbek, Anders; Staerk-Ostergaard, Jacob
err分享
err收藏
Inference in Heavy-Tailed Nonstationary Multivariate Time Series
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2022-11-04
err3
errOAAI
errBarigozzi, Matteo; Cavaliere, Giuseppe; Trapani, Lorenzo
err分享
err收藏
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models参数空间边界上的Bootstrap推断及其在条件波动率模型中的应用
errJOURNAL OF ECONOMETRICS
IF4
err2022-03-01
err13
errOAAI
errCavaliere, Giuseppe; Nielsen, Heino Bohn; Pedersen, Rasmus Sondergaard; Rahbek, Anders
err分享
err收藏
Bootstrapping non-stationary stochastic volatility
errJOURNAL OF ECONOMETRICS
IF4
err2021-09-01
err3
errOAAI
errBoswijk, H. Peter; Cavaliere, Giuseppe; Georgiev, Iliyan; Rahbek, Anders
err分享
err收藏
Inference Under Random Limit Bootstrap Measures随机极限自举测度下的推论
errECONOMETRICA
IF7.1
err2020-01-01
err17
errOAAI
errCavaliere, Giuseppe; Georgiev, Iliyan
err分享
err收藏
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form具有未知形式异方差的分数时间序列模型中的拟最大似然估计和自举推断
errJOURNAL OF ECONOMETRICS
IF4
err2017-05-01
err13
errOAAI
errCavaliere, Giuseppe; Nielsen, Morten Orregaard; Taylor, A. M. Robert
err分享
err收藏
SIEVE-BASED INFERENCE FOR INFINITE-VARIANCE LINEAR PROCESSES
errANNALS OF STATISTICS
IF3.7
err2016-08-01
err7
errOAAI
errCavaliere, Giuseppe; Georgiev, Iliyan; Taylor, A. M. Robert
err分享
err收藏
Inference on co-integration parameters in heteroskedastic vector autoregressions
errJOURNAL OF ECONOMETRICS
IF4
err2016-05-01
err22
errOAAI
errBoswijk, H. Peter; Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert
err分享
err收藏
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets异方差ARFIMA模型中分数积分的Bootstrap分数测试，及其在商品现货和期货市场价格动态中的应用
errJOURNAL OF ECONOMETRICS
IF4
err2015-08-01
err15
errOAAI
errCavaliere, Giuseppe; Nielsen, Morten Orregaard; Taylor, A. M. Robert
err分享
err收藏
BOOTSTRAP TESTING OF HYPOTHESES ON CO-INTEGRATION RELATIONS IN VECTOR AUTOREGRESSIVE MODELS
errECONOMETRICA
IF7.1
err2015-01-01
err26
errOAAI
errCavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders
err分享
err收藏
Testing for unit roots in bounded time series
errJOURNAL OF ECONOMETRICS
IF4
err2014-01-01
err63
errOAAI
errCavaliere, Giuseppe; Xu, Fang
err分享
err收藏
Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models向量自回归模型中协整秩的自举判定
errECONOMETRICA
IF7.1
err2012-01-01
err80
PREAI
errCavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert
err分享
err收藏
Testing for co-integration in vector autoregressions with non-stationary volatility
errJOURNAL OF ECONOMETRICS
IF4
err2010-09-01
err71
errOAAI
errCavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert
err分享
err收藏
Testing for a change in persistence in the presence of non-stationary volatility
errJOURNAL OF ECONOMETRICS
IF4
err2008-11-01
err22
errOAAI
errCavaliere, Giuseppe; Taylor, A. M. Robert
err分享
err收藏
Testing for unit roots in time series models with non-stationary volatility
errJOURNAL OF ECONOMETRICS
IF4
err2007-10-01
err122
PREAI
errCavaliere, Giuseppe; Taylor, A. M. Robert
err分享
err收藏
Stochastic volatility: Selected readings
errECONOMIC JOURNAL
IF3.6
err2006-06-01
err1
PREAI
errCavaliere, G
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
T
Thomas Mikosch
H 指数: 48 · 论文数: 279
R
Robert Taylor
H 指数: 36 · 论文数: 367
徐芳 封面图
徐芳 (Fang Xu)
H 指数: 36 · 论文数: 204
M
Morten Ørregaard Nielsen
H 指数: 35 · 论文数: 149
A
Anders Rahbek
H 指数: 27 · 论文数: 139
查看更多