Items where Author is "Leccadito, A."
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Khalaf, L., Leccadito, A. & Urga, G. (2021). Multilevel and Tail Risk Management. Journal of Financial Econometrics, 20(5), pp. 839-874. doi: 10.1093/jjfinec/nbaa044
Leccadito, A., Rachedi, O. & Urga, G. (2015). True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison. Econometric Reviews, 34(4), pp. 452-479. doi: 10.1080/07474938.2013.808462
Leccadito, A., Boffelli, S. & Urga, G. (2014). Evaluating the Accuracy of Value-at-Risk Forecasts: New Multilevel Tests. International Journal of Forecasting, 30(2), pp. 206-216. doi: 10.1016/j.ijforecast.2013.07.014