Nicola Spagnolo

Available identifiers

zbMath Open spagnolo.nicolaMaRDI QIDQ1603865

List of research outcomes

Publication	Date of Publication	Type
Financial integration in the GCC region: market size versus national effects	2021-04-08	Paper
Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach	2018-12-21	Paper
A note on the macroeconomic consequences of ethnic/racial tension	2018-09-12	Paper
Asset prices and output growth volatility: the effects of financial crises	2012-12-27	Paper
Selecting nonlinear time series models using information criteria	2011-02-22	Paper
Hidden Markov models for financial optimization problems	2010-04-23	Paper
Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching	2007-05-29	Paper
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS	2007-05-29	Paper
Power Properties of Nonlinearity Tests for Time Series with Markov Regimes	2006-01-27	Paper
A test for volatility spillovers.	2002-07-15	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Nicola Spagnolo