GIUSEPPE CAVALIERE

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-2856-0005

Department of Economics, University of Bologna , Bologna , Italy; Department of Economics, University of Exeter , Exeter , UK

Publications

• Beyond the mean: limit theory and tests for infinite-mean autoregressive conditional durations — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2026 (name-matched, not ORCID-linked)
• A Comment on:“Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data” — Econometrica 2025
• Bootstrap Inference in the Presence of Bias — Journal of the American Statistical Association 2024
• Inference in Heavy-Tailed Nonstationary Multivariate Time Series — Journal of the American Statistical Association 2024
• Inference Under Random Limit Bootstrap Measures — Econometrica 2020
• Sieve-based inference for infinite-variance linear processes — The Annals of Statistics 2016
• Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models — Econometrica 2015
• Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models — Econometrica 2012