Access Statistics for Daniele Massacci

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Stock Returns with Large Dimensional Factor Models 0 0 1 38 1 3 12 71
Liquidity resilience in the UK gilt futures market: evidence from the order book 0 0 1 11 2 6 23 96
Total Working Papers 0 0 2 49 3 9 35 167

Journal Article File Downloads Abstract Views
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 4 6 9 74
A switching model with flexible threshold variable: With an application to nonlinear dynamics in stock returns 0 0 0 20 1 1 10 89
A two-regime threshold model with conditional skewed Student t distributions for stock returns 0 0 0 10 5 7 17 62
A variable addition test for exogeneity in structural threshold models 0 1 1 14 2 4 9 67
Forecasting stock returns with large dimensional factor models 0 1 3 16 5 11 24 66
Least squares estimation of large dimensional threshold factor models 0 0 1 43 0 1 9 169
Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance 0 0 0 18 0 0 5 45
Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global Markets Connectedness 0 1 3 31 1 5 19 79
Unstable Diffusion Indexes: With an Application to Bond Risk Premia 0 0 0 9 0 5 11 200
Total Journal Articles 0 3 8 177 18 40 113 851

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

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

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06