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Violetta Dalla
Violetta Dalla
Verified email at econ.uoa.gr
Title
Cited by
Cited by
Year
The behaviour of SMEs' capital structure determinants in different macroeconomic states
N Daskalakis, D Balios, V Dalla
Journal of Corporate Finance 46, 248-260, 2017
1422017
Consistent estimation of the memory parameter for nonlinear time series
V Dalla, L Giraitis, J Hidalgo
Journal of Time Series Analysis 27 (2), 211-251, 2006
722006
Robust tests for white noise and cross-correlation
V Dalla, L Giraitis, PCB Phillips
Econometric Theory 38 (5), 913-941, 2022
502022
A parametric bootstrap test for cycles
V Dalla, J Hidalgo
Journal of Econometrics 129 (1-2), 219-261, 2005
412005
Testing mean stability of heteroskedastic time series
V Dalla, L Giraitis, PCB Phillips
Cowles Foundation Discussion Paper, 2015
192015
Studentizing weighted sums of linear processes
V Dalla, L Giraitis, HL Koul
Journal of Time Series Analysis 35 (2), 151-172, 2014
92014
Evaluating currency risk in emerging markets
SY Novak, V Dalla, L Giraitis
Acta applicandae mathematicae 97, 163-175, 2007
92007
Asymptotic theory for time series with changing mean and variance
V Dalla, L Giraitis, PM Robinson
Journal of Econometrics 219 (2), 281-313, 2020
72020
Power transformations of absolute returns and long memory estimation
V Dalla
Journal of Empirical Finance 33, 1-18, 2015
42015
Characteristic function-based inference for GARCH models with heavy-tailed innovations
V Dalla, Y Bassiakos, SG Meintanis
Communications in Statistics-Simulation and Computation 46 (4), 2733-2755, 2017
22017
The behaviour of SMEs' capital structure determinants in different macroeconomic states
D Balios, V Dalla, N Daskalakis
Journal of Corporate Finance 46, 2017
22017
Testing for Breaks in Regression Models with Dependent Data
J Hidalgo, V Dalla
Nonparametric Statistics: 2nd ISNPS, Cádiz, June 2014, 19-45, 2016
12016
Parameter Estimation of Standard AR (1) and MA (1) Models Driven by a Non-IID Noise
V Dalla, L Giraitis, MS Taqqu
Research Papers in Statistical Inference for Time Series and Related Models …, 2023
2023
Reexamining the long-run properties of the real interest rate
V Dalla
2006
Estimation and testing of persistence in nonlinear and cyclical time series
V Dalla
PQDT-UK & Ireland, 2006
2006
The testcorr Package
V Dalla, L Giraitis, PCB Phillips
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Articles 1–16