Narrow search
Showing 1 - 6 of 6
Cover Image
Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analysis
Candila, Vincenzo; Cepni, Oguzhan; Gallo, Giampiero M.; … - 2024
Persistent link: https://www.econbiz.de/10015051333
Cover Image
Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analysis
Candila, Vincenzo; Cepni, Oguzhan; Gallo, Giampiero M.; … - 2024 - Prima edizione
Persistent link: https://www.econbiz.de/10015099066
Cover Image
An analysis of the determinants of financial distress in Italy : a competing risks approach
Amendola, Alessandra; Restaino, Marialuisa; Sensini, Luca - In: International review of economics & finance : IREF 37 (2015), pp. 33-41
Persistent link: https://www.econbiz.de/10011538239
Cover Image
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe; Wang, Chao - In: Journal of forecasting 42 (2023) 7, pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Cover Image
Dynamic tail risk forecasting : what do realized skewness and kurtosis add?
Gallo, Giampiero M.; Okhrin, Ostap; Storti, Giuseppe - 2024 - Prima edizione
Persistent link: https://www.econbiz.de/10015099208
Cover Image
Nonparametric expected shortfall forecasting incorporating weighted quantiles
Storti, Giuseppe; Wang, Chao - In: International journal of forecasting 38 (2022) 1, pp. 224-239
Persistent link: https://www.econbiz.de/10013347785