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 2 4 14 73
Liquidity resilience in the UK gilt futures market: evidence from the order book 0 0 0 11 2 6 22 98
Total Working Papers 0 0 1 49 4 10 36 171

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 1 5 10 75
A switching model with flexible threshold variable: With an application to nonlinear dynamics in stock returns 0 0 0 20 0 1 10 89
A two-regime threshold model with conditional skewed Student t distributions for stock returns 0 0 0 10 1 6 18 63
A variable addition test for exogeneity in structural threshold models 0 0 1 14 0 2 9 67
Forecasting stock returns with large dimensional factor models 0 0 3 16 0 6 23 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 0 3 31 1 4 20 80
Unstable Diffusion Indexes: With an Application to Bond Risk Premia 0 0 0 9 0 0 11 200
Total Journal Articles 0 0 8 177 3 25 115 854

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Statistics updated 2026-06-04