ROSSI, EDUARDO
ROSSI, EDUARDO
DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI
A No Arbitrage Fractional Cointegration Analysis of the Range Based Volatility
2009-01-01 Rossi, Eduardo; Paolo Santucci de, Magistris
A no-arbitrage fractional cointegration model for futures and spot daily ranges
2012-01-01 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
Artificial Regression Testing in the GARCH-in-mean model
2005-01-01 Lucchetti, R.; Rossi, Eduardo
Chasing volatility: A persistent multiplicative error model with jumps
2017-01-01 Caporin, Massimilano; Rossi, Eduardo; Santucci de Magistris, Paolo
Derivati. Teoria e applicazioni
2002-01-01 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Magnani, Umberto; Rossi, Eduardo
Does macroeconomics help in predicting stock markets volatility comovements? A non linear approach
2019-01-01 Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo
Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations
2004-01-01 Pastorello, S.; Rossi, Eduardo
Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations
2005-01-01 Rossi, Eduardo; Pastorello, Sergio
Efficient importance sampling maximum likelihood estimation of stochastic differential equations
2010-01-01 Pastorello, Sergio; Rossi, Eduardo
Estimating jumps in volatility using realized-range measures
2012-01-01 Caporin, M.; Rossi, Eduardo; Santucci de Magistris, P.
Estimation Methods in Panel Data Models with Observed and Unobserved Components: a Monte Carlo Study
2008-01-01 Castagnetti, Carolina; Rossi, Eduardo
Estimation of Long Memory in Integrated Variance
2014-01-01 Rossi, Eduardo; Paolo Santucci de, Magistris
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
Euro Corporate Bond Risk Factors.
2011-01-01 Castagnetti, Carolina; Rossi, Eduardo
Euro corporate bond risk factors
2013-01-01 Castagnetti, Carolina; Rossi, Eduardo
Euro Corporate Bonds Risk Factors
2006-01-01 Castagnetti, Carolina; Rossi, Eduardo
Financial integration estimation with realized measures
2017-01-01 Rossi, Eduardo; Ossola, Elisa
Finite sample results of Range-based integrated volatility estimation
2009-01-01 Rossi, Eduardo; Spazzini, Filippo
GARCH models for commodity markets
2015-01-01 Rossi, Eduardo; Spazzini, F.