Francesco Calvori

Testing for Parameter Instability across Different Modeling Frameworks

Drew D. Creal, S. Koopman, A. Lucas, 2016 .

Testing for Parameter Instability across Competing Modeling Frameworks ∗

Drew D. Creal, S. Koopman, A. Lucas, 2014 .

Testing for Parameter Instability in Competing Modeling Frameworks

Siem Jan Koopman, Andre Lucas, Drew D. Creal, 2014 .

Go with the Flow: A GAS Model For Predicting Intra-Daily Volume Shares

Fabrizio Cipollini, Francesco Calvori, G. Gallo, 2013 .