3
H index
1
i10 index
23
Citations
Università degli Studi di Padova | 3 H index 1 i10 index 23 Citations RESEARCH PRODUCTION: 4 Articles 1 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Nunzio Cappuccio. | Is cited by: | Cites to: |
Year | Title of citing document |
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2020 | Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Czellar, Veronika ; Mao, Xiuping. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2006 | Local Asymptotic Distributions of Stationarity Tests In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
1996 | Triangular Representation and Error Correction Mechanism in Cointegrated Systems. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 4 |
1987 | Testing Exogeneity in Overidentified Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
2001 | ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY In: Econometric Reviews. [Full Text][Citation analysis] | article | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team