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Volatilité conditionnelle, signaux d'échange et perception du risque
Gallo, Giampiero M.; Pacini, Barbara - In: Economie & prévision : EP (1996) 123-124, pp. 207-220
Persistent link: https://www.econbiz.de/10007935647
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Evaluating the Effect of Training on Wages in the Presence of Noncompliance, Nonemployment, and Missing Outcome Data
Frumento, Paolo; Mealli, Fabrizia; Pacini, Barbara; … - In: Journal of the American Statistical Association : JASA 107 (2012) 498, pp. 450-467
Persistent link: https://www.econbiz.de/10009997385
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Early news is good news : the effects of market opening on market volatility
Gallo, Giampiero M.; Pacini, Barbara - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4
Persistent link: https://www.econbiz.de/10009949720
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A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS
Otranto, Edoardo; Gallo, Giampiero - In: Econometric reviews 21 (2002) 4, pp. 477
Persistent link: https://www.econbiz.de/10006892685
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Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models
Luca, Giovanni; Gallo, Giampiero - In: Econometric reviews 28 (2009) 1, pp. 102-120
Persistent link: https://www.econbiz.de/10008160777
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Exchange market pressure: some caveats in empirical applications
Bertoli, Simone; Gallo, Giampiero; Ricchiuti, Giorgio - In: Applied economics 42 (2010) 19, pp. 2435-2449
Persistent link: https://www.econbiz.de/10008440425