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Gallo, Giampiero M.
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VECTOR MULTIPLICATIVE ERROR MODELS: REPRESENTATION AND INFERENCE
Cipollini, Fabrizio
;
Engle, Robert F.
;
Gallo, Giampiero M.
-
2006
Persistent link: https://www.econbiz.de/10007399215
Saved in:
2
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10006747800
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3
Modelling the Impact of Overnight Surprises on Intra-daily Volatility
Gallo, Giampiero M.
- In:
Australian economic papers
40
(
2001
)
4
,
pp. 567-580
Persistent link: https://www.econbiz.de/10006444255
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4
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)
Perez-Amaral, Teodosio
;
Gallo, Giampiero M.
;
White, Halbert
- In:
Oxford bulletin of economics and statistics
65
(
2003
),
pp. 821-838
Persistent link: https://www.econbiz.de/10006431522
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5
Volatility estimation via hidden Markov models
Rossi, Alessandro
;
Gallo, Giampiero M.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10007225581
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6
Volatility transmission across markets: a Multichain Markov Switching model
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
Applied financial economics
17
(
2007
)
7-9
,
pp. 659-670
Persistent link: https://www.econbiz.de/10007751341
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7
Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets
Gallo, Giampiero M.
;
Granger, Clive W.J.
;
Jeon, Yongll
- In:
IMF staff papers
49
(
2002
)
1
,
pp. 4-21
Persistent link: https://www.econbiz.de/10007478715
Saved in:
8
Volatility transmission across markets: a Multichain Markov Switching model
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
Applied financial economics
17
(
2007
)
8
,
pp. 659-670
Persistent link: https://www.econbiz.de/10007733598
Saved in:
9
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
Saved in:
10
Market interdependence and financial volatility transmission in East Asia
Gallo, Giampiero M.
;
Velucchi, Margherita
- In:
International journal of finance & economics : IJFE
14
(
2009
)
1
,
pp. 24-44
Persistent link: https://www.econbiz.de/10008163080
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