Eduardo Rossi

From MaRDI portal
Person:473357

Available identifiers

zbMath Open rossi.eduardoMaRDI QIDQ473357

List of research outcomes





PublicationDate of PublicationType
Independent Factor Autoregressive Conditional Density Model2022-06-03Paper
Estimation of Long Memory in Integrated Variance2022-05-31Paper
Chasing volatility. A persistent multiplicative error model with jumps2020-02-11Paper
Testing for no factor structures: on the use of Hausman-type statistics2015-10-05Paper
Inference on factor structures in heterogeneous panels2014-11-24Paper
Long Memory in Integrated and Realized Variance2014-11-19Paper
Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis2014-04-14Paper
Efficient importance sampling maximum likelihood estimation of stochastic differential equations2014-04-14Paper
https://portal.mardi4nfdi.de/entity/Q35689642010-06-16Paper
Artificial regression testing in the GARCH‐in‐mean model2006-01-24Paper

Research outcomes over time

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