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A simple two-component model for the distribution of intraday returns
Coroneo, Laura; Veredas, David - In: The European journal of finance 18 (2012) 9, pp. 775-798
Persistent link: https://www.econbiz.de/10010040799
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How arbitrage-free is the Nelson–Siegel model?
Coroneo, Laura; Nyholm, Ken; Vidova-Koleva, Rositsa - In: Journal of empirical finance 18 (2011) 3, pp. 393-408
Persistent link: https://www.econbiz.de/10009030621
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Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio; Leybourne, Stephen J.; Robert Taylor, A.M. - In: Journal of econometrics 176 (2013) 1, pp. 30-45
Persistent link: https://www.econbiz.de/10010131792
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ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
Iacone, Fabrizio; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Econometric theory 29 (2012) 2, pp. 393-418
Persistent link: https://www.econbiz.de/10010099085
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Extracting information from asset prices: The methodology of EMU calculators
Favero, Carlo A.; Giavazzi, Francesco; Iacone, Fabrizio; … - In: European economic review : EER 44 (2000) 9, pp. 1607-1632
Persistent link: https://www.econbiz.de/10007676331
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A Semiparametric Analysis of the Term Structure of the US Interest Rates
Iacone, Fabrizio - In: Oxford bulletin of economics and statistics 71 (2009) 4, pp. 475-490
Persistent link: https://www.econbiz.de/10008263251
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Modelling the dynamics of a public health care system: evidence from time-series data
Iacone, Fabrizio; Martin, Steve; Siciliani, Luigi; … - In: Applied economics 44 (2012) 23, pp. 2955-2969
Persistent link: https://www.econbiz.de/10009817750
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First stage estimation of fractional cointegration
Hualde, Javier; Iacone, Fabrizio - In: Journal of time series econometrics 4 (2012) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10010029895