Access Statistics for Daniele Massacci

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Forecasting Stock Returns with Large Dimensional Factor Models	0	0	0	37	0	3	4	62
Liquidity resilience in the UK gilt futures market: evidence from the order book	0	0	1	11	1	1	6	77
Total Working Papers	0	0	1	48	1	4	10	139

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A simple test for linearity against exponential smooth transition models with endogenous variables	0	0	0	16	0	0	0	65
A switching model with flexible threshold variable: With an application to nonlinear dynamics in stock returns	0	0	0	20	1	2	3	81
A two-regime threshold model with conditional skewed Student t distributions for stock returns	0	0	0	10	1	3	4	48
A variable addition test for exogeneity in structural threshold models	0	0	0	13	0	1	1	59
Forecasting stock returns with large dimensional factor models	0	1	2	14	0	1	6	44
Least squares estimation of large dimensional threshold factor models	0	0	1	42	0	2	11	162
Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance	0	0	1	18	0	1	2	41
Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global Markets Connectedness	0	1	7	29	0	2	17	62
Unstable Diffusion Indexes: With an Application to Bond Risk Premia	0	0	0	9	0	2	3	191
Total Journal Articles	0	2	11	171	2	14	47	753

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05