Information about:
Nunzio Cappuccio

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage: http://www.decon.unipd.it/personale/curri/cappuccio/
Postal Address: Dpt. of Economic Sciences University of Padova Via del Santo 33 I-35100 Padova (Italy)
Phone:

Affiliation

• Dipartimento di Scienze Economiche "Marco Fanno" (Department of Economics and Management)
  Università degli Studi di Padova

  Location: Padova, Italy
  Homepage: http://www.decon.unipd.it/
  Email:
  Phone: +39 +49 8274210
  Fax: +39 +49 827.4211
  Postal: via del Santo, 33 - 35122 Padova
  Handle: RePEc:edi:dspadit (registered authors at this institution)

Working papers

1. Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2003. "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model," Working Papers 7, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
   Published as:
   • Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2004. "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(2). [Downloadable!]

2. Nunzio Cappuccio & Diego Lubian, 2003. "Asymptotic null distributions of stationarity and nonstationarity," Working Papers 8, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]

3. Nunzio Cappuccio & Renzo Orsi, 1987. "esting Exogeneity in Overidentified Models," Working Papers 38, Dipartimento Scienze Economiche, Universita' di Bologna.

1. Nunzio Cappuccio & Diego Lubian, 2006. "Local Asymptotic Distributions of Stationarity Tests," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(3), pages 323-345, 05. [Downloadable!] (restricted)

2. Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2006. "Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model," Applied Financial Economics, Taylor and Francis Journals, vol. 16(6), pages 479-490, March. [Downloadable!] (restricted)

3. Nunzio Cappuccio & Diego Lubian, 2001. "Estimation And Inference On Long-Run Equilibria: A Simulation Study," Econometric Reviews, Taylor and Francis Journals, vol. 20(1), pages 61-84. [Downloadable!] (restricted)

4. Cappuccio, Nunzio & Lubian, Diego, 1996. "Triangular Representation and Error Correction Mechanism in Cointegrated Systems," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(2), pages 409-15, May.

5. RePEc:bep:sndecm:8:2004:2:1211-1211 is not listed on IDEAS

This page was last updated on 2009-11-10.