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Items in eScholarship@BC will redirect to URBC, Boston College Libraries' new repository platform. eScholarship@BC is being retired in the summer of 2025. Any material submitted after April 15th, 2025, and all theses and dissertations from Spring semester 2025, will be added to URBC only.
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Long Memory in the Greek Stock Market
Title
Long Memory in the Greek Stock Market
Author
Barkoulas, John, Baum, Christopher, Travlos, Nickolas
Date
1996
Genre
working paper
Tests of conditional predictive ability
Title
Tests of conditional predictive ability
Author
Giacomini, Raffaella, White, Halbert
Date
2003
Genre
working paper
A New Look at Panel Testing of Stationarity and the PPP Hypothesis
Title
A New Look at Panel Testing of Stationarity and the PPP Hypothesis
Author
Bai, Jushan, Ng, Serena
Date
2001
Genre
working paper
A PANIC Attack on Unit Roots and Cointegration
Title
A PANIC Attack on Unit Roots and Cointegration
Author
Bai, Jushan, Ng, Serena
Date
2001
Genre
working paper
Hypernormal Densities
Title
Hypernormal Densities
Author
Giacomini, Raffaella, Gottschling, Andreas, Haefke, Christian, White, Halbert
Date
2002
Genre
working paper
Estimation of TAR Models
Title
Estimation of TAR Models
Author
Hansen, Bruce
Date
1996
Genre
working paper
 Stochastic volatility, jumps and leverage in energy and stock markets
Title
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data
Author
Baum, Christopher F., Zerilli, Paola, Chen, Liyaun
Date
2019
Genre
working paper
Comparing Density Forecasts via Weighted Likelihood Ratio Tests
Title
Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
Author
Giacomini, Raffaella
Date
2002
Genre
working paper
Evaluation and Combination of Conditional Quantile Forecasts
Title
Evaluation and Combination of Conditional Quantile Forecasts
Author
Giacomini, Raffaella, Komunjer, Ivana
Date
2003
Genre
working paper
Aggregation of Space-Time Processes
Title
Aggregation of Space-Time Processes
Author
Giacomini, Raffaella, Granger, Clive
Date
2002
Genre
working paper

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  • Giacomini, Raffaella (5) + -
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1995 - 2020
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Format: 2025/05/19

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  • Faculty Works (11) + -

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  • Arts and Sciences (11) + -

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  • Economics (11) + -

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