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~person:"Christensen, Kim"
~person:"Gallo, Giampiero M."
~subject:"Theory"
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Christensen, Kim
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A machine learning approach to volatility forecasting
Christensen, Kim
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Siggaard, Mathias Voldum
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Veliyev, …
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2021
Persistent link: https://www.econbiz.de/10012434010
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2
A dynamic conditional approach to portfolio weights forecasting
Cipollini, Fabrizio
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Gallo, Giampiero M.
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Palandri, …
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2020
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This version: May 12, 2020
Persistent link: https://www.econbiz.de/10012418423
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Measuring the effects of unconventional policies on stock market volatility
Lacava, Demetrio
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Gallo, Giampiero M.
;
Otranto, Edoardo
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2020
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Prima edizione
Persistent link: https://www.econbiz.de/10012515678
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Volatility jumps and the classification of monetary policy announcements
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
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2023
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Prima edizione
Persistent link: https://www.econbiz.de/10014321842
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5
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
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2022
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Prima edizione
Persistent link: https://www.econbiz.de/10014261237
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