Giuseppe Cavaliere

Cavaliere-Rahbek-Mikosch-Vilandt (2023)

  This is a link to Cavaliere-Rahbek-Mikosch-Vilandt (2023), Comment to Engle & Russell (1988, Econometrica)

Cavaliere-Georgiev (2018)

This is a link to the working paper version of Cavaliere and Georgiev (2018)   https://drive.google.com/file/d/1m_YsDePZaCb0L5naLCNG0hHTR8NRJ_QP/view?usp=sharing