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Extracting a common cycle from series with different frequency : an application to the Italian economy
Otranto, Edoardo - In: Journal of business cycle measurement and analysis : a … 2 (2005) 3, pp. 407-429
Persistent link: https://www.econbiz.de/10003317051
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A vector multiplicative error model with spillover effects and co-movements
Otranto, Edoardo - 2024 - Prima edizione
Persistent link: https://www.econbiz.de/10014519167
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Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc; Otranto, Edoardo - In: Journal of financial econometrics 21 (2023) 4, pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
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Frontiers in time series analysis : introduction
Banerjee, Anindya; Gallo, Giampiero M.; Otranto, Edoardo - In: Oxford bulletin of economics and statistics 68 (2006), pp. 679-682
Persistent link: https://www.econbiz.de/10003393442
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The choice of time interval in seasonal adjustment : a heuristic approach
Bruno, Giancarlo; Otranto, Edoardo - In: Statistical papers 47 (2006) 3, pp. 392-417
Persistent link: https://www.econbiz.de/10003304810
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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc; Otranto, Edoardo - 2020
Persistent link: https://www.econbiz.de/10012429316
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Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc; Otranto, Edoardo - 2020 - Prima edizione
Persistent link: https://www.econbiz.de/10012515717
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The choice of time interval in seasonal adjustment : characterization and tools
Bruno, Giancarlo - 2001
Persistent link: https://www.econbiz.de/10013275038
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Realized covariance models with time-varying parameters and spillover effects
Bauwens, Luc; Otranto, Edoardo - 2023
Persistent link: https://www.econbiz.de/10014322169
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Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca; Gallo, Giampiero M.; … - 2022 - Prima edizione
Persistent link: https://www.econbiz.de/10014261237