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D

Daniele Massacci

king's college london

7H指数
44论文数
252被引数
收录论文 8
发表时间
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A general randomized test for Alpha用于Alpha的一般化随机测试
errJournal of the American Statistical Association
IF3
err2026-09-19
err0
errOAAI
errDaniele Massacci; Lucio Sarno; Lorenzo Trapani; Pierluigi Vallarino
err分享
err收藏
High Dimensional Threshold Factor Models with Common Stochastic Trends高维阈值因子模型与共同随机趋势
errJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
err2026-02-01
err0
PREAI
errMassacci, Daniele; Trapani, Lorenzo
err分享
err收藏
Factor Models of Asset Returns and Bear Market Risk资产回报的因素模型与熊市风险
errMANAGEMENT SCIENCE
IF4.9
err2025-11-01
err0
PREAI
errMassacci, Daniele; Sarno, Lucio; Trapani, Lorenzo
err分享
err收藏
Instability of Factor Strength in Asset Returns资产回报中因子强度的非稳定性
errJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
err2025-02-03
err0
PREAI
errDaniele Massacci
err分享
err收藏
Forecasting in factor augmented regressions under structural change
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2024-01-01
err0
PREAI
errMassacci, Daniele; Kapetanios, George
err分享
err收藏
Least squares estimation of large dimensional threshold factor models大维阈值因子模型的最小二乘估计
errJOURNAL OF ECONOMETRICS
IF4
err2017-03-01
err21
errOAAI
errMassacci, Daniele
err分享
err收藏
Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance
errJOURNAL OF FORECASTING
IF2.7
err2015-02-24
err10
PREAI
errMassacci, Daniele
err分享
err收藏
A two-regime threshold model with conditional skewed Student t distributions for stock returns
errECONOMIC MODELLING
IF4.7
err2014-12-01
err4
PREAI
errMassacci, Daniele
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
L
Lucio Sarno
H 指数: 61 · 论文数: 266
G
George Kapetanios
H 指数: 44 · 论文数: 422
L
Lorenzo Trapani
H 指数: 14 · 论文数: 104
P
Pierluigi Vallarino
H 指数: 0 · 论文数: 1
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