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Guidolin, Massimo
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11
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1
Term structure of risk under alternative econometric specifications
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 285-308
Persistent link: https://www.econbiz.de/10006747791
Saved in:
2
Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle
Guidolin, Massimo
- In:
Journal of economics and business
58
(
2006
)
2
,
pp. 85-118
Persistent link: https://www.econbiz.de/10005918161
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3
Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High-frequency Data
Cassese, Gianluca
;
Guidolin, Massimo
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
2
,
pp. 275
Persistent link: https://www.econbiz.de/10006020654
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4
Home Bias and High Turnover in an Overlapping-generations Model with Learning
Guidolin, Massimo
- In:
Review of international economics
13
(
2005
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10007639827
Saved in:
5
Alternative econometric implementations of multi-factor models of the U.S. financial markets
Guidolin, Massimo
;
Ravazzolo, Francesco
;
Tortora, …
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
2
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010108629
Saved in:
6
International asset allocation under regime switching, skew, and kurtosis preferences
Guidolin, Massimo
;
Timmermann, Allan
- In:
The review of financial studies
21
(
2013
)
2
,
pp. 889-888
Persistent link: https://www.econbiz.de/10010113667
Saved in:
7
Forecasting yield spreads under crisis-induced multiple breakpoints
Grazzini, Caterina Forti
;
Guidolin, Massimo
- In:
Applied economics letters
20
(
2013
)
18
,
pp. 1656-1664
Persistent link: https://www.econbiz.de/10010183080
Saved in:
8
Asset allocation under multivariate regime switching
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of economic dynamics & control
31
(
2007
)
11
,
pp. 3503-3544
Persistent link: https://www.econbiz.de/10007795170
Saved in:
9
Recursive Modeling of Nonlinear Dynamics in UK Stock Returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
The Manchester School
71
(
2003
)
4
,
pp. 381-395
Persistent link: https://www.econbiz.de/10007808908
Saved in:
10
Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms?
Guidolin, Massimo
;
Ferrara, Eliana La
- In:
The American economic review
97
(
2007
)
5
,
pp. 1978-1993
Persistent link: https://www.econbiz.de/10007899663
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