Tutte le pubblicazioni

Barigozzi, Matteo; Cavaliere, Giuseppe; Trapani, Lorenzo, Inference in heavy-tailed non-stationary multivariate time series, «JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION», 2024, 119, pp. 565 - 581 [Articolo in rivista] Open Access

franzoni luigi alberto, Efficient liability law when parties genuinely disagree, «THE JOURNAL OF LAW ECONOMICS & ORGANIZATION», 2024, 40, pp. 416 - 433 [Articolo in rivista]

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar, Addressing COVID-19 Outliers in BVARs with Stochastic Volatility, «THE REVIEW OF ECONOMICS AND STATISTICS», 2024, 106, pp. 1403 - 1417 [Articolo in rivista]

Ballestra, Luca Vincenzo; D’Innocenzo, Enzo; Guizzardi, Andrea, Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options, «JOURNAL OF FINANCIAL ECONOMETRICS», 2024, 22, pp. 375 - 406 [Articolo in rivista] Open Access

Elias Carroni , Leonardo Madio , Shiva Shekhar, Superstar Exclusivity in Two-Sided Markets, «MANAGEMENT SCIENCE», 2024, 70, pp. 991 - 1011 [Articolo in rivista] Open Access

Pignataro, Giuseppe; Raggi, Davide; Pancotto, Francesca, On the role of fundamentals, private signals, and beauty contests to predict exchange rates, «INTERNATIONAL JOURNAL OF FORECASTING», 2024, 40, pp. 687 - 705 [Articolo in rivista] Open Access

Nicola Mastrorocco; Arianna Ornaghi;, Who Watches the Watchmen? Local News and Police Behaviour in the United States, «AMERICAN ECONOMIC JOURNAL. ECONOMIC POLICY», 2024, online, pp. 1 - 29 [Articolo in rivista]

Nicola Mastrorocco; Ruben Durante; Luigi Minale; Jim Snyder, Unpacking Social Capital, «THE ECONOMIC JOURNAL», 2024, online, pp. 1 - 49 [Articolo in rivista]

Angelini F.; Figini P.; Leoni V., High tide, low price? Flooding alerts and hotel prices in Venice, «TOURISM ECONOMICS», 2024, 30, pp. 876 - 899 [Articolo in rivista] Open Access

Moramarco, Graziano, Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States, «INTERNATIONAL JOURNAL OF FORECASTING», 2024, 40, pp. 777 - 795 [Articolo in rivista] Open Access

Cox, GW; Dincecco, M; Onorato, MG, Window of Opportunity: War and the Origins of Parliament, «BRITISH JOURNAL OF POLITICAL SCIENCE», 2024, 54, pp. 405 - 421 [Articolo in rivista] Open Access

Bacchiega, E; Colucci, M; Denicolo, V; Magnani, M, Only the Ugly Face? A Theoretical Model of Brand Dilution, «MANAGEMENT SCIENCE», 2024, 70, pp. 3182 - 3199 [Articolo in rivista] Open Access

Barigozzi, Matteo; Cho, Haeran; Owens, Dom, FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series, «JOURNAL OF BUSINESS & ECONOMIC STATISTICS», 2024, 42, pp. 890 - 902 [Articolo in rivista] Open Access

Enzo D’Innocenzo, André Lucas, Bernd Schwaab and Xin Zhang, Modeling extreme events: time-varying extreme tail shape*, «JOURNAL OF BUSINESS & ECONOMIC STATISTICS», 2024, 42, pp. 903 - 917 [Articolo in rivista] Open Access

Ballestra, Luca Vincenzo; D’Innocenzo, Enzo; Guizzardi, Andrea, A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2024, 314, pp. 1185 - 1194 [Articolo in rivista] Open Access

Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; Vilandt, Frederik, Tail behavior of ACD models and consequences for likelihood-based estimation, «JOURNAL OF ECONOMETRICS», 2024, 238, pp. 1 - 14 [Articolo in rivista] Open Access

Cavaliere, Giuseppe; Gonçalves, Sílvia; Nielsen, Morten Ørregaard; Zanelli, Edoardo, Bootstrap Inference in the Presence of Bias, «JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION», 2024, online first, pp. 1 - 12 [Articolo in rivista] Open Access

Abraham, Samira S.; Lanzara, Gianandrea; Lazzaroni, Sara; Masella, Paolo; Squicciarini, Mara P., Spatial and historical drivers of fake news diffusion: Evidence from anti-Muslim discrimination in India, «JOURNAL OF URBAN ECONOMICS», 2024, 141, pp. 1 - 16 [Articolo in rivista] Open Access

D'Innocenzo, Enzo; Lucas, André; Opschoor, Anne; Zhang, Xingmin, Heterogeneity and dynamics in network models, «JOURNAL OF APPLIED ECONOMETRICS», 2024, 39, pp. 150 - 173 [Articolo in rivista]

Giulio Zanella; Marina Bellani, The volatility of survey measures of culture and its consequences, «ECONOMIC INQUIRY», 2024, 62, pp. 675 - 697 [Articolo in rivista] Open Access