GALLO, GIAMPIERO MARIA

GALLO, GIAMPIERO MARIA  

Statistica, Informatica, Applicazioni 'G. Parenti' (DiSIA)  

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Titolo Data di pubblicazione Autore(i) File
A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets 2005 PEREZ AMARAL T.; G. GALLO; WHITE H.
A Dynamic Conditional Approach to Portfolio Weights Forecasting 2021 Alessandro Palandri, Fabrizio Cipollini, Giampiero Gallo
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 2003 PEREZ AMARAL T.; G. GALLO; H.WHITE
A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets 2008 R.Engle; G.Gallo; M.Velucchi
A model for multivariate non-negative valued processes in financial econometrics 2007 F.Cipollini; R.F.Engle; G.M.Gallo
A Multiple Indicators Model for Volatility Using Intra-Daily Data 2006 ENGLE R.F.; G. GALLO
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Switching Models 2002 OTRANTO E.; G. GALLO
A selective survey 1994 R. Avesani; L. Buzzigoli; G.M. Gallo
Analytic Hessian Matrices and the Computation of FIGARCH Estimates 2002 LOMBARDI M.; G. GALLO
Automated Variable Selection in Vector Multiplicative Error Models 2010 F. Cipollini; G. M. Gallo
Automated variable selection in vector Multiplicative Error Models 2008 F.Cipollini; G.M.Gallo
Combining sharp and smooth transitions in volatility dynamics: a fuzzy regime approach 2017 Gallo, GIAMPIERO MARIA; Otranto, Edoardo
Comparison of Volatility Measures: a Risk Management Perspective 2008 G.Gallo; C. Brownlees
Comparison of volatility measures: a risk management perspective 2010 C.T. Brownlees; G.M. Gallo
Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity 2017 Cipollini, Fabrizio; Engle, Robert; Gallo, GIAMPIERO MARIA
Copycats and Common Swings. The Impact of the Use of Forecasts in Information Sets. 2002 G. GALLO; GRANGER C.W.J.; JEON Y.
Disentangling systemic and idiosyncratic volatility for large panels of assets. A seminonparametric Vector MEM 2014 Matteo Barigozzi; Christian T. Brownlees; Giampiero M. Gallo; David Veredas
Early News is Good News: The Effects of Market Opening on Market Volatility 1998 G. GALLO; PACINI B.
Ex-post and ex-ante forecasting with provisional data 1999 G. GALLO; MARCELLINO M.
Exchange market pressure: some caveats in empirical applications 2010 S. Bertoli; G. Gallo; G. Ricchiuti