The following pages link to Giampiero M. Gallo (Q291999):
Displaying 20 items.
- Financial econometric analysis at ultra-high frequency: Data handling concerns (Q150349) (← links)
- A multiple indicators model for volatility using intra-daily data (Q292000) (← links)
- (Q1010568) (redirect page) (← links)
- Volatility spillovers, interdependence and comovements: a Markov switching approach (Q1023631) (← links)
- Analytic Hessian matrices and the computation of FIGARCH estimates (Q1766976) (← links)
- Regression diagnostic techniques to detect balanced space-to-time ratios in STARMA models (Q1901320) (← links)
- On classifying the effects of policy announcements on volatility (Q2237181) (← links)
- Automated variable selection in vector multiplicative error models (Q2445703) (← links)
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
- Early News is Good News: The Effects of Market Opening on Market Volatility (Q3368215) (← links)
- Mixture Processes for Financial Intradaily Durations (Q3368339) (← links)
- Forecast uncertainty reduction in nonlinear models (Q3598350) (← links)
- Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models (Q3615080) (← links)
- (Q4259409) (← links)
- (Q4407589) (← links)
- A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS (Q4817435) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets (Q5697634) (← links)
- Combining sharp and smooth transitions in volatility dynamics: a fuzzy regime approach (Q6641411) (← links)
- Unconventional policies effects on stock market volatility: the MAP approach (Q6643988) (← links)
