Volgen
Davide RAGGI
Davide RAGGI
Università Ca’ Foscheri, Venezia
Geverifieerd e-mailadres voor unive.it
Titel
Geciteerd door
Geciteerd door
Jaar
Monitoring intensity and stakeholders’ orientation: how does governance affect social and environmental disclosure?
C Mallin, G Michelon, D Raggi
Journal of business ethics 114, 29-43, 2013
4112013
Size, trend, and policy implications of the underground economy
R Orsi, D Raggi, F Turino
Review of Economic Dynamics 17 (3), 417-436, 2014
1472014
Long memory and nonlinearities in realized volatility: a Markov switching approach
D Raggi, S Bordignon
Computational statistics & data analysis 56 (11), 3730-3742, 2012
722012
MCMC Bayesian estimation of a skew-GED stochastic volatility model
N Cappuccio, D Lubian, D Raggi
Studies in Nonlinear Dynamics & Econometrics 8 (2), 2004
532004
Comparing stochastic volatility models through Monte Carlo simulations
D Raggi, S Bordignon
Computational statistics & data analysis 50 (7), 1678-1699, 2006
382006
Can equity enhance efficiency?: lessons from the Kyoto protocol
F Bosello, B Buchner, C Carraro, D Raggi
FONDAZIONE ENI ENRICO MATTEI, 2001
342001
Policy rules, regime switches, and trend inflation: An empirical investigation for the United States
E Castelnuovo, L Greco, D Raggi
Macroeconomic Dynamics 18 (4), 920-942, 2014
282014
Productivity crowding-out in labor markets with motivated workers
F Barigozzi, N Burani, D Raggi
Journal of Economic Behavior & Organization 151, 199-218, 2018
222018
Estimating regime-switching Taylor rules with trend inflation
E Castelnuovo, LG Greco, D Raggi
Bank of Finland research discussion paper, 2008
222008
Adaptive MCMC methods for inference on affine stochastic volatility models with jumps
D Raggi
The Econometrics Journal 8 (2), 235-250, 2005
212005
Estimating the size of the underground economy: A DSGE Approach
R Orsi, D Raggi, F Turino
Working Papers wp818, Dipartimento Scienze Economiche, Universita di Bologna, 2012
192012
Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model
N Cappuccio, D Lubian, D Raggi
Applied Financial Economics 16 (6), 479-490, 2006
182006
Serum uric acid levels and the risk of recurrent venous thromboembolism
L De Lucchi, C Nardin, A Sponchiado, D Raggi, E Faggin, E Martini, ...
Journal of Thrombosis and Haemostasis 19 (1), 194-201, 2021
162021
Sequential Monte Carlo methods for stochastic volatility models with jumps
D Raggi, S Bordignon
Preprint. URL: http://homes. stat. unipd. it/raggi, 2008
162008
Can equity enhance efficiency? Some lessons from climate negotiations
F Bosello, B Buchner, C Carraro, D Raggi
Game practice and the environment, 37-64, 2004
132004
Volatility, Jumps, and Predictability of Returns: A Sequential Analysis
D Raggi, S Bordignon
Econometric Reviews 30 (6), 669-695, 2011
62011
Adaptive MCMC Methods for Inference on Discretely Observed Affine Jump Diffusion Models.
D Raggi
WORKING PAPER SERIES DSS 1, 2004
52004
Testing rational addiction: When lifetime is uncertain, one lag is enough
D Dragone, D Raggi
Quaderni-Working Paper DSE, 2018
42018
The Lemons Problem in a Labor Market with Intrinsic Motivation: When Higher Salaries Pay Worse Workers
F Barigozzi, N Burani, D Raggi
Quaderni DSE Working Paper, 2013
42013
Can equity enhance efficiency? Some lessons from climate negotiations
F Bosello, BK Buchner, C Carraro, D Raggi
Some Lessons from Climate Negotiations (February 2003), 2003
42003
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Artikelen 1–20