SANTUCCI DE MAGISTRIS, PAOLO
SANTUCCI DE MAGISTRIS, PAOLO
DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI
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Risultati 1 - 3 di 3 (tempo di esecuzione: 0.008 secondi).
A no-arbitrage fractional cointegration model for futures and spot daily ranges
2012-01-01 Rossi, Eduardo; SANTUCCI DE MAGISTRIS, Paolo
Indirect inference with time series observed with error
2018-01-01 Rossi, Eduardo; SANTUCCI DE MAGISTRIS, Paolo
Long memory and tail dependence in trading volume and volatility
2009-01-01 Rossi, Eduardo; SANTUCCI DE MAGISTRIS, Paolo
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
A no-arbitrage fractional cointegration model for futures and spot daily ranges | 1-gen-2012 | Rossi, Eduardo; SANTUCCI DE MAGISTRIS, Paolo | |
Indirect inference with time series observed with error | 1-gen-2018 | Rossi, Eduardo; SANTUCCI DE MAGISTRIS, Paolo | |
Long memory and tail dependence in trading volume and volatility | 1-gen-2009 | Rossi, Eduardo; SANTUCCI DE MAGISTRIS, Paolo |