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subject:"Theory"
type_genre:"Graue Literatur"
~isPartOf:"Working papers"
~person:"Gallo, Giampiero M."
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Multiplicative Error Model
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Gallo, Giampiero M.
Creedy, John
20
Roson, Roberto
17
Billio, Monica
15
Etro, Federico
15
Ślepaczuk, Robert
14
Casarin, Roberto
13
Seegmuller, Thomas
10
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9
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8
Pelizzon, Loriana
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8
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7
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7
Capistrán Carmona, Carlos
6
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6
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6
Levy, Daniel C.
6
Moslehi, Solmaz
6
Carrillo, Julio A.
5
Dionne, Georges
5
Duangkamon Chotikapanich
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Guégan, Dominique
5
Kawakami, Kei
5
Leal, Julio
5
Loertscher, Simon
5
Otranto, Edoardo
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Sartore, Domenico
5
Snir, Avichai
5
Venditti, Alain
5
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4
Basov, Suren
4
Covarrubias, Enrique
4
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4
Erkal, Nisvan
4
Hajargasht, Gholamreza
4
Hirschberg, Joseph G.
4
Li, Shuyun May
4
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4
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1
Volatility jumps and the classification of monetary policy announcements
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321842
Saved in:
2
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
3
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
4
Measuring the effects of unconventional policies on stock market volatility
Lacava, Demetrio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515678
Saved in:
5
On classifying the effects of policy announcements on volatility
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515683
Saved in:
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