D. Velasquez Gaviria
Key publications
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Hecq, A., & Velasquez-Gaviria, D. (2025). Spectral estimation for mixed causal-noncausal autoregressive models. Econometric Reviews. Advance online publication. https://doi.org/10.1080/07474938.2025.2465372More information about this publication
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Hecq, A., & Velasquez Gaviria, D. (2025). Non-causal and non-invertible ARMA models: Identification, estimation and application in equity portfolios. Journal of Time Series Analysis, 46(2), 325-352. https://doi.org/10.1111/jtsa.12776More information about this publication
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Velasquez Gaviria, D. (2025). Noncausal and noninvertible models in financial econometrics: theory and applications. [Doctoral Thesis, Maastricht University]. Maastricht University. https://doi.org/10.26481/dis.20250310dvMore information about this publication