Gianluca Cubadda
- Optimization of the Generalized Covariance Estimator in Noncausal Processes
2023/06/26 by Gianluca Cubadda, Francesco Giancaterini, Cubadda, Gianluca +5 · 2 citations
Chemistry · Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #Econometrics (econ.EM) #FOS: Economics and business #Spectroscopy and Chemometric Analyses
- Detecting common bubbles in multivariate mixed causal-noncausal models
2022/07/23 by Gianluca Cubadda, Alain Hecq, Cubadda, Gianluca +3 · 1 citation
Economics, Econometrics and Finance · #Econometrics (econ.EM) #Economic theories and models #FOS: Economics and business #Market Dynamics and Volatility #Monetary Policy and Economic Impact