//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Disentangling Systematic and I...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Online availability
All
Undetermined
3
Type of publication
All
Article
36
Language
All
Undetermined
33
English
3
Author
All
Gallo, Giampiero M.
17
Veredas, David
15
Engle, Robert F.
4
Alessi, Lucia
3
Barigozzi, Matteo
3
Bauwens, Luc
3
Capasso, Marco
3
Brownlees, Christian T.
2
Fagiolo, Giorgio
2
Hallin, Marc
2
Otranto, Edoardo
2
Pacini, Barbara
2
Perez-Amaral, Teodosio
2
Renault, Eric
2
Silvestrini, Andrea
2
Velucchi, Margherita
2
White, Halbert
2
Cipollini, Fabrizio
1
Coroneo, Laura
1
DeLuca, Giovanni
1
Dominicy, Yves
1
Garcia, René
1
Giot, Pierre
1
Grammig, Joachim
1
Granger, Clive W.J.
1
Hautsch, Nikolaus
1
Hess, Dieter
1
Jeon, Yongll
1
Kaltwasser, Pablo Rovira
1
Lambert, Philippe
1
Laurent, Sébastien
1
Luca, Giovanni De
1
Lux, Thomas
1
Mathias, Charles
1
Moulin, Laurent
1
Paolella, Marc
1
Pirotte, Hugues
1
Pohlmeier, Winfried
1
Rossi, Alessandro
1
Salto, Matteo
1
more ...
less ...
Published in...
All
Journal of econometrics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied financial economics
2
International journal of forecasting
2
Journal of economic dynamics & control
2
Structural change and economic dynamics : SC+ED
2
Australian economic papers
1
Econometric reviews
1
Econometric theory
1
Economie & prévision : EP
1
IMF staff papers
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of empirical finance
1
Oxford bulletin of economics and statistics
1
Technical working paper / National Bureau of Economic Research
1
The European journal of finance
1
The review of economics and statistics
1
Working paper / National Bureau of Economic Research, Inc
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
353
RePEc
201
EconStor
32
BASE
14
Other ZBW resources
4
USB Cologne (business full texts)
3
ArchiDok
1
USB Cologne (EcoSocSci)
1
more ...
less ...
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Shrinkage estimation of semiparametric multiplicative error models
Brownlees, Christian T.
;
Gallo, Giampiero M.
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 365-379
Persistent link: https://www.econbiz.de/10008782047
Saved in:
2
A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series
Brownlees, Christian T.
;
Vannucci, Marina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 21-46
Persistent link: https://www.econbiz.de/10010097430
Saved in:
3
The common component of firm growth
Alessi, Lucia
;
Barigozzi, Matteo
;
Capasso, Marco
- In:
Structural change and economic dynamics : SC+ED
26
(
2013
),
pp. 73-82
Persistent link: https://www.econbiz.de/10010161206
Saved in:
4
The distribution of household consumption-expenditure budget shares
Barigozzi, Matteo
;
Alessi, Lucia
;
Capasso, Marco
; …
- In:
Structural change and economic dynamics : SC+ED
23
(
2012
)
1
,
pp. 69-92
Persistent link: https://www.econbiz.de/10009821496
Saved in:
5
Seoul housing prices and the role of speculation
Fagiolo, Giorgio
;
Alessi, Lucia
;
Barigozzi, Matteo
; …
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
3
,
pp. 619-645
Persistent link: https://www.econbiz.de/10008395263
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->