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Grassi, Stefano; Proietti, Tommaso - In: Journal of time series econometrics 2 (2010) 1, pp. 1-20

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Grassi, Stefano; Proietti, Tommaso; Frale, Cecilia; … - In: International journal of forecasting 31 (2015) 3, pp. 712-738

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Grassi, Stefano; Santucci de Magistris, Paolo - In: Journal of empirical finance 30 (2015), pp. 62-78

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Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo - In: Journal of applied econometrics 32 (2017) 2, pp. 318-341

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Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco - In: International journal of forecasting 35 (2019) 2, pp. 485-501

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Catania, Leopoldo; Grassi, Stefano - In: International journal of forecasting 38 (2022) 3, pp. 878-894

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Buccheri, Giuseppe; Grassi, Stefano; Vocalelli, Giorgio - In: Journal of financial econometrics 22 (2024) 2, pp. 531-574

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Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - In: Journal of econometrics 237 (2023) 2,3, pp. 1-12

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Proietti, Tommaso (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 3, pp. 141-156

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