SCAFFIDI DOMIANELLO, Luca
SCAFFIDI DOMIANELLO, Luca
Dipartimento di Economia
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Risultati 1 - 7 di 7 (tempo di esecuzione: 0.014 secondi).
Component Volatility Models: A MIDAS Approach
2022-02-28 SCAFFIDI DOMIANELLO, Luca
Long and Short run dynamics in Realized Covariance Matrices: a Robust MIDAS Approach
2022-01-01 SCAFFIDI DOMIANELLO, Luca; Otranto, Edoardo
Long and short run dynamics in realized covariance matrices: a robust MIDAS approach
2023-01-01 SCAFFIDI DOMIANELLO, Luca; Otranto, Edoardo
On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence
2023-01-01 Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS
2024-01-01 SCAFFIDI DOMIANELLO, Luca; Gallo, Giampiero M.; Otranto, Edoardo
Smooth and abrupt dynamics in financial volatility: the MS-MEM-MIDAS
2022-01-01 Gallo, Giampiero M.; Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca
The Incidence of Spillover Effects during the Unconventional Monetary Policies Era
2021-01-01 Lacava, Demetrio; SCAFFIDI DOMIANELLO, Luca
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Component Volatility Models: A MIDAS Approach | 28-feb-2022 | SCAFFIDI DOMIANELLO, Luca | |
| Long and Short run dynamics in Realized Covariance Matrices: a Robust MIDAS Approach | 1-gen-2022 | SCAFFIDI DOMIANELLO, Luca; Otranto, Edoardo | |
| Long and short run dynamics in realized covariance matrices: a robust MIDAS approach | 1-gen-2023 | SCAFFIDI DOMIANELLO, Luca; Otranto, Edoardo | |
| On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence | 1-gen-2023 | Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca | |
| Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS | 1-gen-2024 | SCAFFIDI DOMIANELLO, Luca; Gallo, Giampiero M.; Otranto, Edoardo | |
| Smooth and abrupt dynamics in financial volatility: the MS-MEM-MIDAS | 1-gen-2022 | Gallo, Giampiero M.; Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca | |
| The Incidence of Spillover Effects during the Unconventional Monetary Policies Era | 1-gen-2021 | Lacava, Demetrio; SCAFFIDI DOMIANELLO, Luca |