Items where Author is "Trapani, Lorenzo"

Tsionas, Mike and Ghalayini, Aya and Izzeldin, Marwan and Trapani, Lorenzo (2025) A dynamic state-space HAR model. Journal of Econometrics: 106146. ISSN 0304-4076 (In Press)

Tsionas, Mike G. and Izzeldin, Marwan and Trapani, Lorenzo (2022) Estimation of large dimensional time varying VARs using copulas. European Economic Review, 141: 103952. ISSN 0014-2921