Sfoglia per Autore
JRC Technical Reports
2016-01-01 Nardo, Michela; Ndacyayisenga, Nathalie; Papanagiotou, Evangelia; Rossi, Eduardo
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
Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows
2016-01-01 E., Bacchiocchi; Bastianin, A.; Missale, A.; Rossi, E.
Measures and drivers of financial integration in Europe
2017-01-01 Nardo, Michela; Ndacyayisenga, Nathalie; Papanagiotou, Evangelia; Rossi, Eduardo; Ossola, Elisa
Financial integration estimation with realized measures
2017-01-01 Rossi, Eduardo; Ossola, Elisa
Monitoring Financial integration by using price-based indicators
2017-01-01 Nardo, Michela; Ossola, Elisa; Papanagiotou, Evangelia; Rossi, Eduardo
Chasing volatility: A persistent multiplicative error model with jumps
2017-01-01 Caporin, Massimilano; Rossi, Eduardo; Santucci de Magistris, Paolo
A two-stage estimator for heterogeneous panel models with common factors
2018-01-01 Castagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo
Indirect inference with time series observed with error
2018-01-01 Rossi, Eduardo; SANTUCCI DE MAGISTRIS, Paolo
Does macroeconomics help in predicting stock markets volatility comovements? A non linear approach
2019-01-01 Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo
Structural analysis with mixed-frequency data: A model of US capital flows
2020-01-01 Bacchiocchi, Emanuele; Bastianin, Andrea; Missale, Alessandro; Rossi, Eduardo
starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series
2022-01-01 Bucci, A.; Palomba, G.; Rossi, E.
The role of uncertainty in forecasting volatility comovements across stock markets
2023-01-01 Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo
starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series
In corso di stampa Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| JRC Technical Reports | 1-gen-2016 | Nardo, Michela; Ndacyayisenga, Nathalie; Papanagiotou, Evangelia; Rossi, Eduardo | |
| Estimation of potential benefits of the implementation of the fundamental review of the trading book and leverage ratio | 1-gen-2016 | Alessi, Lucia; Cannas, Giuseppina; DI GIROLAMO, Francesca; Ossola, Elisa; Papanagiotou, Evangelia; PETRACCO GIUDICI, Marco; Rossi, Eduardo | |
| Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows | 1-gen-2016 | E., Bacchiocchi; Bastianin, A.; Missale, A.; Rossi, E. | |
| Measures and drivers of financial integration in Europe | 1-gen-2017 | Nardo, Michela; Ndacyayisenga, Nathalie; Papanagiotou, Evangelia; Rossi, Eduardo; Ossola, Elisa | |
| Financial integration estimation with realized measures | 1-gen-2017 | Rossi, Eduardo; Ossola, Elisa | |
| Monitoring Financial integration by using price-based indicators | 1-gen-2017 | Nardo, Michela; Ossola, Elisa; Papanagiotou, Evangelia; Rossi, Eduardo | |
| Chasing volatility: A persistent multiplicative error model with jumps | 1-gen-2017 | Caporin, Massimilano; Rossi, Eduardo; Santucci de Magistris, Paolo | |
| A two-stage estimator for heterogeneous panel models with common factors | 1-gen-2018 | Castagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo | |
| Indirect inference with time series observed with error | 1-gen-2018 | Rossi, Eduardo; SANTUCCI DE MAGISTRIS, Paolo | |
| Does macroeconomics help in predicting stock markets volatility comovements? A non linear approach | 1-gen-2019 | Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo | |
| Structural analysis with mixed-frequency data: A model of US capital flows | 1-gen-2020 | Bacchiocchi, Emanuele; Bastianin, Andrea; Missale, Alessandro; Rossi, Eduardo | |
| starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series | 1-gen-2022 | Bucci, A.; Palomba, G.; Rossi, E. | |
| The role of uncertainty in forecasting volatility comovements across stock markets | 1-gen-2023 | Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo | |
| starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series | In corso di stampa | Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo |
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