Diego Lubian

Università degli Studi di Verona - Department of Economics

viale dell'Università

I-37129 Verona

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

421

CITATIONS

0

Scholarly Papers (4)

1.

Mcmc Bayesian Estimation of a Skew-Ged Stochastic Volatility Model

Number of pages: 35 Posted: 03 Nov 2003
Nunzio Cappuccio, Diego Lubian and Davide Raggi
University of Padua - Department of Economics, Università degli Studi di Verona - Department of Economics and University of Bologna - Department of Economics
Downloads 337 (66,287)

Abstract:

Stochastic volatility, Markov Chain MonteCarlo, Skewness, Heavy tails, Bayesian inference, Metropolis-Hastings sampling

2.

Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors

Number of pages: 27 Posted: 28 Oct 2003
Nunzio Cappuccio and Diego Lubian
University of Padua - Department of Economics and Università degli Studi di Verona - Department of Economics
Downloads 54 (296,566)

Abstract:

Stable distributions, unit root tests, stationarity tests, asymptotic distributions, local-to-finite variance, size distortion

3.

Local Asymptotic Distributions of Stationarity Tests

Journal of Time Series Analysis, Vol. 27, No. 3, pp. 323-345, May 2006
Number of pages: 23 Posted: 08 May 2006
Nunzio Cappuccio and Diego Lubian
University of Padua - Department of Economics and Università degli Studi di Verona - Department of Economics
Downloads 16 (445,874)

Abstract:

4.

Natural Born Economists

Journal of Economic Psychology, Vol. 30, 2009
Posted: 21 Nov 2012
Giam Pietro Cipriani, Diego Lubian and Angelo Zago
University of Verona - Department of Economics, Università degli Studi di Verona - Department of Economics and University of Verona - Department of Economics

Abstract:

Fairness, Efficiency, Economics teaching, Selection