Cavaliere G.; Taylor A.M.R., Time-transformed unit root tests for models with non-stationary volatility, «JOURNAL OF TIME SERIES ANALYSIS», 2008, 29, pp. 300 - 330 [articolo]
Cavaliere G; Georgiev I, Testing for unit roots in autoregressions with multiple level shifts, «ECONOMETRIC THEORY», 2007, 23, pp. 1162 - 1215 [articolo]
Cavaliere G.; Taylor A.M.R., Testing for unit roots in time series models with non-stationary volatility, «JOURNAL OF ECONOMETRICS», 2007, 140, pp. 919 - 947 [articolo]
Cavaliere G; Georgiev I., A note of unit root testing in the presence of level shifts, «STATISTICA», 2006, LXVI, pp. 3 - 17 [articolo]Open Access
Cavaliere G., Recensione a: Book review: “N. Shephard, Stochastic volatility: selected readings'', «ECONOMIC JOURNAL», 2006, 116, pp. F326 - F327 [recensione]
Cavaliere G; Fanelli L; Gardini A, Regional consumption dynamics and risk sharing in Italy, «INTERNATIONAL REVIEW OF ECONOMICS & FINANCE», 2006, 15, pp. 525 - 542 [articolo]
Cavaliere G.; Taylor A.M.R., Testing for a Change in Persistence in the Presence of a Volatility Shift, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2006, 68, pp. 761 - 781 [articolo]
Cavaliere G.; Taylor A.M.R., Testing the null of co-integration in the presence of variance breaks, «JOURNAL OF TIME SERIES ANALYSIS», 2006, 27, pp. 619 - 636 [articolo]
Cavaliere, G., Limited Time Series with a Unit Root, «ECONOMETRIC THEORY», 2005, 21, pp. 907 - 945 [articolo]
A. Gardini; G. Cavaliere; L. Fanelli, Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia, «RIVISTA DI POLITICA ECONOMICA», 2005, maggio-giugno, pp. 3 - 50 [articolo]
Cavaliere G.; Taylor A.M.R., Stationarity tests under time-varying variances, «ECONOMETRIC THEORY», 2005, 21, pp. 1112 - 1129 [articolo]
Cavaliere G., Testing mean reversion in target-zone exchange rates, «APPLIED ECONOMICS», 2005, 37, pp. 2335 - 2347 [articolo]
CAVALIERE G., Testing stationarity under a permanent variance shift, «ECONOMICS LETTERS», 2004, 82, pp. 403 - 408 [articolo]
CAVALIERE G.; COSTA M.; IEZZI S., The role of the normal distribution in financial markets, in: VICHI M.; MONARI P.; MIGNANI S.; MONTANARI A., New developments in classification and data analysis, BERLIN, SPRINGER, 2004, pp. 343 - 350 (studies in classification, data analysis and knpwledge organization) [capitolo di libro]
CAVALIERE G., Unit root tests under time-varying variances, «ECONOMETRIC REVIEWS», 2004, 23, pp. 259 - 292 [articolo]
