Diego Lubian

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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 .

Trust and Household Portfolios

Diego Lubian, 2020, Research Anthology on Personal Finance and Improving Financial Literacy.

Local-to-Spurious Regression—Solution

Diego Lubian, 1997, Econometric Theory.

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 .

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

Nunzio Cappuccio, Diego Lubian, Davide Raggi, 2006 .

Is there trend reversion in purchasing power parity

Diego Lubian, P. G. Ardeni, P. Ardeni, 1991 .

Are virtuous people happier? Evidence from Italy

Diego Lubian, 2020 .

Natural born economists

Diego Lubian, A. Zago, G. Cipriani, 2009 .

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

Nunzio Cappuccio, Diego Lubian, 2016 .

Long‐Memory Errors in Time Series Regressions with a Unit Root

Diego Lubian, Diego Lubian, 1999 .

Happiness and Tax Morale: an Empirical Analysis

Diego Lubian, L. Zarri, 2011 .

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.

EXUBERANCE, ASYMMETRIC VOLATILITY AND CONNECTEDNESS IN FAN TOKENS

Diego Lubian, 2023, JOURNAL OF QUANTITATIVE FINANCE AND ECONOMICS.

Purchasing power parity during the 1920s

Diego Lubian, P. Ardeni, 1989 .