Davide Pettenuzzo

Available identifiers

zbMath Open pettenuzzo.davideMaRDI QIDQ726587

List of research outcomes

Publication	Date of Publication	Type
Dividend suspensions and cash flows during the Covid-19 pandemic: a dynamic econometric model	2023-06-29	Paper
Corrigendum to ``Predictability of stock returns and asset allocation under structural breaks	2022-03-16	Paper
Optimal asset allocation with multivariate Bayesian dynamic linear models	2020-05-13	Paper
Adaptive hierarchical priors for high-dimensional vector autoregressions	2019-09-02	Paper
Bayesian compressed vector autoregressions	2019-04-30	Paper
Predictability of stock returns and asset allocation under structural breaks	2016-08-12	Paper
A MIDAS approach to modeling first and second moment dynamics	2016-07-12	Paper
Granger causality, exogeneity, cointegration, and economic policy analysis	2014-08-06	Paper
Learning, Structural Instability, and Present Value Calculations	2007-06-20	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Davide Pettenuzzo