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Items where Author is "Leccadito, A."

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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.