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~person:"Christensen, Kim"
~person:"Gallo, Giampiero M."
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A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
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2021
Persistent link: https://www.econbiz.de/10012434010
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2
The Economic Value of VIX ETPs
Christensen, Kim
;
Christiansen, Charlotte
;
Posselt, …
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2019
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This version: September 9, 2019
Persistent link: https://www.econbiz.de/10012316428
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3
A dynamic conditional approach to portfolio weights forecasting
Cipollini, Fabrizio
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Gallo, Giampiero M.
;
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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4
Measuring the effects of unconventional policies on stock market volatility
Lacava, Demetrio
;
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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5
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
Saved in:
6
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
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2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
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