Access Statistics for Umberto Triacca

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
An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis 0 0 0 71 2 2 5 139
Testing for non-causality by using the Autoregressive Metric 0 0 0 56 0 0 1 92
Total Working Papers 0 0 0 127 2 2 6 231


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new proxy of the average volatility of a basket of returns: A Monte Carlo study 0 0 0 3 0 0 3 123
An alternative solution to the Autoregressivity Paradox in time series analysis 0 0 0 11 1 2 6 66
Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis 0 0 0 0 0 2 6 53
COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS 0 0 1 13 0 0 1 38
Cointegration and distance between differenced processes 0 0 0 4 0 0 3 19
Cointegration in VAR(1) process: Characterization and testing 0 0 0 10 0 0 1 33
Dall'econometria strutturale all'econometria delle serie storiche 0 0 1 9 2 2 5 46
Erratum to ON the variance of the error associated to the squared return as proxy of volatility: [Applied Financial Economics Letters, 2007, 3, 255-7] 0 0 0 10 1 1 3 67
Feedback, causality and distance between arma models 0 0 0 1 0 0 0 13
Interpreting the concept of joint unpredictability of asset returns: A distance approach 0 0 0 2 0 0 3 30
Is a subspace containing a splitting subspace a splitting subspace? 0 0 0 4 0 0 0 38
Non-causality: The role of the omitted variables 0 0 0 32 0 0 1 95
On the Hsiao definition of non-causality 0 0 0 29 0 0 0 119
On the limit of the variation of the explanatory variable in simple linear regression model 0 0 0 7 1 7 8 58
On the variance of the error associated to the squared return as proxy of volatility 0 1 4 41 1 6 17 132
Selection of the Relevant Information Set for Predictive Relationships Analysis between Time Series 0 0 0 0 0 0 0 149
Testing for Equal Predictability of Stationary ARMA Processes 1 1 1 23 1 1 3 136
Testing for Granger non-causality using the autoregressive metric 0 0 0 17 0 0 4 70
The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process 0 0 0 9 0 1 8 49
The partial autocorrelation function of a first order non-invertible moving average process 0 0 0 188 0 0 0 1,240
Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models 0 0 1 106 0 0 4 367
Total Journal Articles 1 2 8 519 7 22 76 2,941


Statistics updated 2020-09-04