Concepedia

Maddalena Cavicchioli

MC

12

Publications

245

Citations

11

H-Index

2013

Active since

Affiliations

University of Modena and Reggio Emilia(Current)

Interventi Geo Ambientali (Italy)

Maddalena Cavicchioli is an author at University of Modena and Reggio Emilia specializing in business, statistics, and economics.

Top concepts

BusinessStatisticsEconomicsEngineeringFinanceMultivariate Stochastic VolatilityManagementEconometricsEstimation TheoryVolatility Modeling

Publications per year

2013–2025

12

Publications

12

Determinants of Central Bank Independence: a Random Forest Approach

Maddalena Cavicchioli, Angeliki Papana, Ariadni Papana Dagiasis et al. · RePEc: Research Papers in Economics · 2016 · 47 citations · Full text

HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS

Maddalena Cavicchioli · Econometric Theory · 2016 · 30 citations · Full text

Kurtosis Measures, Engineering, Higher Order Moments +16

ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV‐SWITCHING VAR(CH) MODELS

Maddalena Cavicchioli · Journal of Time Series Analysis · 2014 · 27 citations · Full text

Volatility Modeling, Parameter Estimation, Engineering +16

Spectral density of Markov-switching VARMA models

Maddalena Cavicchioli · Economics Letters · 2013 · 24 citations · Full text

Spectral Density, Hidden Markov Model, Markov Kernel +2

Asymptotic Fisher information matrix of Markov switching VARMA models

Maddalena Cavicchioli · Journal of Multivariate Analysis · 2017 · 24 citations · Full text

Engineering, Hidden Markov Model, Markov Kernel +3

Rows per page

1–5 of 12