Sfoglia per Autore
Interpreting the concept of joint unpredictability of asset returns: a distance approach
2006-01-01 Focker, F; Triacca, Umberto
Granger causality and contiguity between stochastic processes
2007-01-01 Triacca, Umberto
On the variance of the error associated to the squared return as proxy of volatility
2007-01-01 Triacca, Umberto
Testing for Equal Predictability of Stationary ARMA Processes
2007-01-01 Otranto, E; Triacca, Umberto
Is a subspace containing a splitting subspace a splitting subspace?
2008-01-01 Triacca, Umberto
Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models
2009-01-01 Triacca, Umberto
Dall'econometria strutturale all'econometria delle serie storiche
2009-01-01 Triacca, Umberto
On a Characterization of Orthogonality with respect to a Particular Sequences of Random Variables in L^2
2010-01-01 Triacca, Umberto; Volodin, A.
An alternative solution to the Autoregressivity Paradox in time series analysis
2011-01-01 Cubadda, G; Triacca, Umberto
Detecting human influence on climate using neural networks based Granger causality
2011-01-01 Attanasio, A; Triacca, Umberto
Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach
2012-01-01 Triacca, Umberto; Focker, F.
Evidence of recent causal decoupling between solar radiation and global temperature
2012-01-01 Pasini, A; Triacca, Umberto; Attanasio, A.
A few remarks on the geometry of the uncentered coefficient of determination
2012-01-01 Triacca, Umberto; Volodin, A.
A contribution to attribution of recent global warming by out-of-sample Granger causality analysis
2012-01-01 Atanasio, A; Pasini, A; Triacca, Umberto
Cointegration and distance between differenced processes
2012-01-01 Triacca, Umberto
'On the limit of the variation of the explanatory variable in simple linear regression model
2012-01-01 Triacca, Umberto
Granger Causality Analyses for Climatic Attribution
2013-01-01 Triacca, Umberto; Pasini, A; Attanasio, A.
Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis
2013-01-01 Triacca, Umberto; Pasini, A; Attanasio, A.
Testing for non-causality using the autoregressive metric
2013-01-01 Di Iorio, F; Triacca, Umberto
The geometric meaning of the notion of joint unpredictability of a bivariate VAR(1) stochastic process
2013-01-01 Triacca, Umberto
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