Eduardo Rossi

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!

Publication	Date of Publication	Type
Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules Journal of Econometrics	2025-09-12	Paper
Independent Factor Autoregressive Conditional Density Model Econometric Reviews	2022-06-03	Paper
Estimation of long memory in integrated variance Econometric Reviews	2022-05-31	Paper
Chasing volatility. A persistent multiplicative error model with jumps Journal of Econometrics	2020-02-11	Paper
Testing for no factor structures: on the use of Hausman-type statistics Economics Letters	2015-10-05	Paper
Inference on factor structures in heterogeneous panels Journal of Econometrics	2014-11-24	Paper
Long memory in integrated and realized variance Advances in Theoretical and Applied Statistics	2014-11-19	Paper
Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis Computational Statistics and Data Analysis	2014-04-14	Paper
Efficient importance sampling maximum likelihood estimation of stochastic differential equations Computational Statistics and Data Analysis	2014-04-14	Paper
Estimate and forecasting of the Italian yield curve with multivariate GARCH models	2010-06-16	Paper
Artificial regression testing in the GARCH‐in‐mean model Econometrics Journal	2006-01-24	Paper

Research outcomes over time

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