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 5 10 69
Liquidity resilience in the UK gilt futures market: evidence from the order book 0 0 1 11 2 7 19 92
Total Working Papers 0 0 2 49 3 12 29 161

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 2 4 5 70
A switching model with flexible threshold variable: With an application to nonlinear dynamics in stock returns 0 0 0 20 0 5 9 88
A two-regime threshold model with conditional skewed Student t distributions for stock returns 0 0 0 10 2 8 12 57
A variable addition test for exogeneity in structural threshold models 1 1 1 14 2 6 7 65
Forecasting stock returns with large dimensional factor models 1 1 3 16 5 10 19 60
Least squares estimation of large dimensional threshold factor models 0 0 1 43 0 2 10 168
Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance 0 0 0 18 0 4 5 45
Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global Markets Connectedness 1 1 3 31 2 7 18 76
Unstable Diffusion Indexes: With an Application to Bond Risk Premia 0 0 0 9 5 9 11 200
Total Journal Articles 3 3 8 177 18 55 96 829

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Statistics updated 2026-03-04