Concepedia

Gianluca Cubadda

GC

14

Publications

392

Citations

12

H-Index

1999

Active since

Affiliations

University of Rome Tor Vergata(Current)

Maastricht University

University of Molise

Istituto Nazionale di Statistica

Gianluca Cubadda is an author at University of Rome Tor Vergata specializing in econometrics, business, and finance.

ORCID

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Publications per year

1999–2022

14

Publications

14

Common cycles in seasonal non-stationary time series

Gianluca Cubadda · Journal of Applied Econometrics · 1999 · 66 citations

, , +16

On non-contemporaneous short-run co-movements

Gianluca Cubadda, Alain Hecq · Economics Letters · 2001 · 50 citations

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Complex Reduced Rank Models For Seasonally Cointegrated Time Series

Gianluca Cubadda · Oxford Bulletin of Economics and Statistics · 2001 · 46 citations

, , +15

A vector heterogeneous autoregressive index model for realized volatility measures

Gianluca Cubadda, Barbara Guardabascio, Alain Hecq · International Journal of Forecasting · 2017 · 36 citations

, , +7

Studying co-movements in large multivariate data prior to multivariate modelling

Gianluca Cubadda, Alain Hecq, Franz C. Palm · Journal of Econometrics · 2008 · 33 citations · Full text

, , +8

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