Maddalena Cavicchioli

According to our database, Maddalena Cavicchioli authored at least 7 papers between 2012 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables.

Maddalena Cavicchioli

J. Multivar. Anal., 2023

2021

Statistical inference for mixture GARCH models with financial application.

Maddalena Cavicchioli

Comput. Stat., 2021

Learning from Failure: Big Data Analysis for Detecting the Patterns of Failure in Innovative Startups.

Maddalena Cavicchioli, Ulpiana Kocollari

Big Data, 2021

2017

Estimation and asymptotic covariance matrix for stochastic volatility models.

Maddalena Cavicchioli

Stat. Methods Appl., 2017

Asymptotic Fisher information matrix of Markov switching VARMA models.

Maddalena Cavicchioli

J. Multivar. Anal., 2017

2016

Validating Markov Switching VAR Through Spectral Representations.

Monica Billio, Maddalena Cavicchioli

Proceedings of the Causal Inference in Econometrics, 2016

2012

Acute triangulations of convex quadrilaterals.

Maddalena Cavicchioli

Discret. Appl. Math., 2012