Juri Marcucci

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Can we measure inflation expectations using Twitter?
Journal of Econometrics
2022-06-09Paper
A long-run pure variance common features model for the common volatilities of the Dow Jones
Journal of Econometrics
2016-06-10Paper
Forecasting Stock Market Volatility with Regime-Switching GARCH Models
Studies in Nonlinear Dynamics & Econometrics
2006-01-27Paper


Research outcomes over time


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