Giampiero M. Gallo

Available identifiers

zbMath Open gallo.giampiero-mWikidataQ30073610 ScholiaQ30073610MaRDI QIDQ291999

List of research outcomes

Publication	Date of Publication	Type
On classifying the effects of policy announcements on volatility	2021-10-27	Paper
Adaptive Lasso for vector Multiplicative Error Models	2020-09-14	Paper
A multiple indicators model for volatility using intra-daily data	2016-06-10	Paper
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures	2014-08-06	Paper
Automated variable selection in vector multiplicative error models	2014-04-14	Paper
Volatility spillovers, interdependence and comovements: a Markov switching approach	2009-06-12	Paper
Financial econometric analysis at ultra-high frequency: Data handling concerns	2009-04-06	Paper
Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	2009-03-17	Paper
Forecast uncertainty reduction in nonlinear models	2009-02-03	Paper
Financial econometric analysis at ultra-high frequency: Data handling concerns	2006-12-01	Paper
Early News is Good News: The Effects of Market Opening on Market Volatility	2006-01-27	Paper
Mixture Processes for Financial Intradaily Durations	2006-01-27	Paper
A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets	2005-10-18	Paper
Analytic Hessian matrices and the computation of FIGARCH estimates	2005-03-03	Paper
A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS	2004-09-22	Paper
https://portal.mardi4nfdi.de/entity/Q4407589	2003-07-01	Paper
Regression diagnostic techniques to detect balanced space-to-time ratios in STARMA models	1999-11-08	Paper
https://portal.mardi4nfdi.de/entity/Q4259409	1999-08-23	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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