List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Instability of Factor Strength in Asset Returns Journal of Business and Economic Statistics | 2026-04-17 | Paper |
| Modelling large dimensional datasets with Markov switching factor models Journal of Econometrics | 2025-03-18 | Paper |
| Predicting the distribution of stock returns: model formulation, statistical evaluation, VaR analysis and economic significance Journal of Forecasting | 2018-10-12 | Paper |
| Least squares estimation of large dimensional threshold factor models Journal of Econometrics | 2017-01-30 | Paper |
| A variable addition test for exogeneity in structural threshold models Economics Letters | 2014-03-27 | Paper |
| A simple test for linearity against exponential smooth transition models with endogenous variables Economics Letters | 2014-03-18 | Paper |
| A switching model with flexible threshold variable: with an application to nonlinear dynamics in stock returns Economics Letters | 2014-03-03 | Paper |
Research outcomes over time
This page was built for person: Daniele Massacci
