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Items where Author is "Leccadito, A."

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Article

Khalaf, L., Leccadito, A. and Urga, G. (2020). Multilevel and Tail Risk Management. Journal of Financial Econometrics,

Leccadito, A., Rachedi, O. and 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. and 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

This list was generated on Sat Dec 5 05:00:38 2020 UTC.