Nunzio Cappuccio

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Mcmc Bayesian Estimation of a Skew-Ged Stochastic Volatility Model

Nunzio Cappuccio, Diego Lubian, Davide Raggi, 2004 .

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

Nunzio Cappuccio, Diego Lubian, 2003 .

Asymptotic inference in time series regressions with a unit root and infinite variance errors

Nunzio Cappuccio, Diego Lubian, F. Callegari, 2003 .

Testing Exogeneity in Overidentified Models

Nunzio Cappuccio, R. Orsi, 1992 .

MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model

Nunzio Cappuccio, Diego Lubian, Davide Raggi, 2004 .

ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY

Nunzio Cappuccio, Diego Lubian, 2001 .

Comments on the Investment-Uncertainty Relationship in a Real Option Model

M. Moretto, Nunzio Cappuccio, 2001 .

Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model

Nunzio Cappuccio, Diego Lubian, Davide Raggi, 2006 .

Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series

Nunzio Cappuccio, Diego Lubian, 2016 .

The fragility of the KPSS stationarity test

Nunzio Cappuccio, Diego Lubian, Nunzio Cappuccio, 2010, Stat. Methods Appl..

Ordering of Covariance Matrice

Nunzio Cappuccio, Diego Lubian, 1996, Econometric Theory.