Sfoglia per Autore
Statistical Benefits of Value at Risk with Long Memory
2005 Morana, C
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes: Some New Results and an Application to Stock Market Volatility
2005 Morana, C
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes
2004 Morana, C
The Japanese stagnation: An assessment of the productivity slowdown hypothesis
2004 Morana, C
Regional Convergence in Italy
2004 Morana, C
Stock Market Volatility of Regulated Industries: an Empirical Assessment
2004 Morana, C
Some frequency domain properties of fractionally cointegrated processes
2004 Morana, C
Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both?
2004 Morana, C; Beltratti, A
Monetary policy and the stock market in the euro area
2004 Morana, C
Measuring Core Inflation in Italy
2000 Morana, C; Bagliano, F
Computing value at risk with high frequency data
1999 Morana, C; Beltratti, A
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis
1998 Morana, C
I Modelli Lineari Simultanei in Econometria: Sviluppi di Metodo
1995 Morana, C
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