Michele Caivano

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Michele Caivano trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Andrew S. Harvey
  2. Guglielmo Barone
  3. Stefano Federico
  4. S. Mocetti
  5. S. Neri
  6. Sabrina Lucia Di Addario
  7. Giuseppe Cappelletti
  8. Silvia Magri
  9. Dongming Zhu
  10. Nora Muler

Papers from Michele Caivano's perspective

Ordered by how strongly the researchers Michele Caivano trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series
  2. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  3. Testing for the Constancy of Parameters over Time
  4. Generalized autoregressive conditional heteroskedasticity
  5. Size and Power of Tests for Stationarity in Highly Autocorrelated Time Series
  6. Euro Area Inflation Differentials (Social Science Research Network)
  7. A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models
  8. An Introduction to Multivariate Statistical Analysis
  9. A simple and efficient simulation smoother for state space time series analysis
  10. Some Aspects of the Spline Smoothing Approach to Non‐Parametric Regression Curve Fitting

Their papers