Sfoglia per Autore
Long Memory and Tail Dependence in Trading Volume and Volatility
2009-01-01 Rossi, Eduardo; Paolo Santucci de, Magistris
Long memory and tail dependence in trading volume and volatility
2009-01-01 Rossi, Eduardo; SANTUCCI DE MAGISTRIS, Paolo
Univariate GARCH models: a Survey
2010-01-01 Rossi, Eduardo
Efficient importance sampling maximum likelihood estimation of stochastic differential equations
2010-01-01 Pastorello, Sergio; Rossi, Eduardo
Model and distribution uncertainty in Multivariate GARCH estimation: a Monte Carlo analysis
2010-01-01 Rossi, Eduardo; Spazzini, Filippo
Univariate GARCH models: A survey
2010-01-01 Rossi, Eduardo
Euro Corporate Bond Risk Factors.
2011-01-01 Castagnetti, Carolina; Rossi, Eduardo
Inference on Factor Structures in Heterogeneous Panels
2012-01-01 Castagnetti, Carolina; Rossi, Eduardo; Lorenzo, Trapani
Estimating jumps in volatility using realized-range measures
2012-01-01 Caporin, M.; Rossi, Eduardo; Santucci de Magistris, P.
A no-arbitrage fractional cointegration model for futures and spot daily ranges
2012-01-01 Rossi, Eduardo; SANTUCCI DE MAGISTRIS, Paolo
Long Memory in Integrated and Realized Variance
2013-01-01 Rossi, Eduardo
Euro corporate bond risk factors
2013-01-01 Castagnetti, Carolina; Rossi, Eduardo
Long memory and tail dependence in trading volume and volatility
2013-01-01 Rossi, Eduardo; Santucci de Magistris, P.
Estimation of Long Memory in Integrated Variance
2014-01-01 Rossi, Eduardo; Paolo Santucci de, Magistris
Inference on factor structures in heterogeneous panels
2014-01-01 Castagnetti, Carolina; Rossi, Eduardo; Trapani, L.
Long memory and Periodicity in Intraday Volatility
2015-01-01 Rossi, Eduardo; Fantazzini, Dean
Testing for no factor structures: On the use of Hausman-type statistics
2015-01-01 Castagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo
GARCH models for commodity markets
2015-01-01 Rossi, Eduardo; Spazzini, F.
Independent Factor Autoregressive Conditional Density Model
2015-01-01 Ghalanos, Alexios; Rossi, Eduardo; Urga, Giovanni
Estimation of potential benefits of the implementation of the fundamental review of the trading book and leverage ratio
2016-01-01 Alessi, Lucia; Cannas, Giuseppina; DI GIROLAMO, Francesca; Ossola, Elisa; Papanagiotou, Evangelia; PETRACCO GIUDICI, Marco; Rossi, Eduardo
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