Narrow search
Showing 1 - 8 of 8
Cover Image
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
Cover Image
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
Cover Image
Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analysis
Candila, Vincenzo; Cepni, Oguzhan; Gallo, Giampiero M.; … - 2024 - Prima edizione
Persistent link: https://www.econbiz.de/10015099066
Cover Image
Financial returns, sentiment and market volatility : a dynamic assessment
Borgioli, Stefano; Gallo, Giampiero M.; Ongari, Chiara - 2024 - Prima edizione
Persistent link: https://www.econbiz.de/10015099202
Cover Image
Dynamic tail risk forecasting : what do realized skewness and kurtosis add?
Gallo, Giampiero M.; Okhrin, Ostap; Storti, Giuseppe - 2024 - Prima edizione
Persistent link: https://www.econbiz.de/10015099208
Cover Image
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
Cover Image
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
Cover Image
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