The following pages link to Nicola Spagnolo (Q1603865):
Displayed 10 items.
- A test for volatility spillovers. (Q1603866) (← links)
- A note on the macroeconomic consequences of ethnic/racial tension (Q1673451) (← links)
- Asset prices and output growth volatility: the effects of financial crises (Q1925985) (← links)
- Financial integration in the GCC region: market size versus national effects (Q2661804) (← links)
- Selecting nonlinear time series models using information criteria (Q3077654) (← links)
- Power Properties of Nonlinearity Tests for Time Series with Markov Regimes (Q3368297) (← links)
- Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (Q3440767) (← links)
- ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS (Q3440787) (← links)
- Hidden Markov models for financial optimization problems (Q3557589) (← links)
- Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach (Q4562478) (← links)