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Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo; Santucci de Magistris, Paolo - In: Journal of empirical finance 22 (2013), pp. 94-112
Persistent link: https://www.econbiz.de/10010123055
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A No‐Arbitrage Fractional Cointegration Model for Futures and Spot Daily Ranges
Rossi, Eduardo; Santucci de Magistris, Paolo - In: The journal of futures markets 33 (2013) 1, pp. 77-102
Persistent link: https://www.econbiz.de/10010054162
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Un modello GARCH multivariato per la volatilita dei tassi di cambio
Rossi, Eduardo - In: Giornale degli economisti e annali di economia 54 (1995) 7-9, pp. 415-452
Persistent link: https://www.econbiz.de/10006535672
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Artificial regression testing in the GARCH-in-mean model
Lucchetti, Riccardo; Rossi, Eduardo - In: The econometrics journal 8 (2005) 3, pp. 306-322
Persistent link: https://www.econbiz.de/10007429840
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EURO CORPORATE BOND RISK FACTORS
Castagnetti, Carolina; Rossi, Eduardo - In: Journal of applied econometrics 28 (2013) 3, pp. 372-391
Persistent link: https://www.econbiz.de/10010096153
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Hedging interest rate risk with multivariate GARCH
Rossi, Eduardo; Zucca, Claudio - In: Applied financial economics 12 (2002) 4, pp. 241-252
Persistent link: https://www.econbiz.de/10007664677