ROSSI, EDUARDO

ROSSI, EDUARDO  

DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI  

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Risultati 1 - 20 di 52 (tempo di esecuzione: 0.02 secondi).
Titolo Data di pubblicazione Autore(i) File
A No Arbitrage Fractional Cointegration Analysis of the Range Based Volatility 1-gen-2009 Rossi, Eduardo; Paolo Santucci de, Magistris
A no-arbitrage fractional cointegration model for futures and spot daily ranges 1-gen-2012 Rossi, Eduardo; SANTUCCI DE MAGISTRIS, Paolo
Artificial Regression Testing in the GARCH-in-mean model 1-gen-2005 Lucchetti, R.; Rossi, Eduardo
Chasing volatility: A persistent multiplicative error model with jumps 1-gen-2017 Caporin, Massimilano; Rossi, Eduardo; Santucci de Magistris, Paolo
Derivati. Teoria e applicazioni 1-gen-2002 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Magnani, Umberto; Rossi, Eduardo
Does macroeconomics help in predicting stock markets volatility comovements? A non linear approach 1-gen-2019 Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo
Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations 1-gen-2004 Pastorello, S.; Rossi, Eduardo
Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations 1-gen-2005 Rossi, Eduardo; Pastorello, Sergio
Efficient importance sampling maximum likelihood estimation of stochastic differential equations 1-gen-2010 Pastorello, Sergio; Rossi, Eduardo
Estimating jumps in volatility using realized-range measures 1-gen-2012 Caporin, M.; Rossi, Eduardo; Santucci de Magistris, P.
Estimation Methods in Panel Data Models with Observed and Unobserved Components: a Monte Carlo Study 1-gen-2008 Castagnetti, Carolina; Rossi, Eduardo
Estimation of Long Memory in Integrated Variance 1-gen-2014 Rossi, Eduardo; Paolo Santucci de, Magistris
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
Euro Corporate Bond Risk Factors. 1-gen-2011 Castagnetti, Carolina; Rossi, Eduardo
Euro corporate bond risk factors 1-gen-2013 Castagnetti, Carolina; Rossi, Eduardo
Euro Corporate Bonds Risk Factors 1-gen-2006 Castagnetti, Carolina; Rossi, Eduardo
Financial integration estimation with realized measures 1-gen-2017 Rossi, Eduardo; Ossola, Elisa
Finite sample results of Range-based integrated volatility estimation 1-gen-2009 Rossi, Eduardo; Spazzini, Filippo
GARCH models for commodity markets 1-gen-2015 Rossi, Eduardo; Spazzini, F.
Hedging Interest Rates Risk with Multivariate GARCH 1-gen-2002 Rossi, Eduardo; Zucca, Claudio