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Cipollini, Fabrizio

  1. Estimating the causal effect of an intervention in a time series setting: the C-ARIMA approach
    2021/03/11 by Fiammetta Menchetti, Fabrizio Cipollini, Menchetti, Fiammetta +3 · 2 citations
    Decision Sciences · Mathematics · #Advanced Causal Inference Techniques #Econometrics (econ.EM) #Efficiency Analysis Using DEA #FOS: Economics and business #Statistical Methods and Inference
  2. Multiplicative Error Models: 20 years on
    2021/07/13 by Fabrizio Cipollini, Giampiero M. Gallo, Cipollini, Fabrizio +1 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Computational Finance (q-fin.CP) #FOS: Economics and business #Financial Risk and Volatility Modeling #Statistical Finance (q-fin.ST) #Stock Market Forecasting Methods