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Volatility estimation via hidden Markov models
Rossi, Alessandro; Gallo, Giampiero M. - In: Journal of empirical finance 13 (2006) 2, pp. 203-230
Persistent link: https://www.econbiz.de/10003296949
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Risk-free rate effects on conditional variances and conditional correlations of stock returns
Palandri, Alessandro - In: Journal of empirical finance 25 (2014), pp. 95-111
Persistent link: https://www.econbiz.de/10010462056
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The beauty contest between systemic and systematic risk measures : assessing the empirical performance
Cipollini, Fabrizio; Giannozzi, Alessandro; Menchetti, … - In: Journal of empirical finance 58 (2020), pp. 316-332
Persistent link: https://www.econbiz.de/10012430703
Cover Image
Volatility estimation via hidden Markov models
Rossi, Alessandro; Gallo, Giampiero M. - In: Journal of empirical finance 13 (2006) 2, pp. 203-230
Persistent link: https://www.econbiz.de/10007225581