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Gianluca Cubadda

Gianluca Cubadda

Università degli Studi di Roma Tor Vergata - Rome / Italy
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AD Scientific Index ID: 1805457
University of Rome Tor Vergata
person_outline Gianluca Cubadda's MOST POPULAR ARTICLES
1-) Common cycles in seasonal non‐stationary time series Journal of Applied Econometrics 14 (3), 273-291, 1999
2-) On non-contemporaneous short-run co-movements Economics Letters 73 (3), 389-397, 2001
3-) Complex reduced rank models for seasonally cointegrated time series Oxford Bulletin of Economics and Statistics 63 (4), 497-511, 2001
4-) A vector heterogeneous autoregressive index model for realized volatility measures International Journal of Forecasting 33 (2), 337-344, 2017
5-) Studying co-movements in large multivariate data prior to multivariate modelling Journal of Econometrics 148 (1), 25-35, 2009