SCAFFIDI DOMIANELLO, Luca
SCAFFIDI DOMIANELLO, Luca
ECONOMIA E IMPRESA
Component Volatility Models: A MIDAS Approach
file da validare2022-02-28 SCAFFIDI DOMIANELLO, Luca
HAR-based realized volatility clustering
file da validare2024-01-01 D’Urso, Pierpaolo; Mattera, Raffaele; Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca
Long and Short run dynamics in Realized Covariance Matrices: a Robust MIDAS Approach
file da validare2022-01-01 SCAFFIDI DOMIANELLO, Luca; Otranto, Edoardo
Long and Short–Run Dynamics in Realized Covariance Matrices: A Robust MIDAS Approach
file da validare2023-01-01 SCAFFIDI DOMIANELLO, Luca; Otranto, Edoardo
On the Relationship between Markov Switching Models and Fuzzy Clustering: a Nonparametric Method to Detect the Number of States
file da validare2023-01-01 Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS
file da validare2022-01-01 Gallo, Giampiero M.; Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca
Smooth and Abrupt Dynamics in Financial Volatility: The MS‐MEM‐MIDAS*
file da validare2024-01-01 Scaffidi Domianello, Luca; Gallo, Giampiero M.; Otranto, Edoardo
Student Mobility in Higher Education: A Destination-Specific Local Analysis
file da validare2023-01-01 SCAFFIDI DOMIANELLO, Luca
The Incidence of Spillover Effects during the Unconventional Monetary Policies Era
file da validare2021-01-01 Lacava, Demetrio; Scaffidi Domianello, Luca
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Component Volatility Models: A MIDAS Approach | 28-feb-2022 | SCAFFIDI DOMIANELLO, Luca | file da validare |
HAR-based realized volatility clustering | 1-gen-2024 | D’Urso, Pierpaolo; Mattera, Raffaele; Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca | file da validare |
Long and Short run dynamics in Realized Covariance Matrices: a Robust MIDAS Approach | 1-gen-2022 | SCAFFIDI DOMIANELLO, Luca; Otranto, Edoardo | file da validare |
Long and Short–Run Dynamics in Realized Covariance Matrices: A Robust MIDAS Approach | 1-gen-2023 | SCAFFIDI DOMIANELLO, Luca; Otranto, Edoardo | file da validare |
On the Relationship between Markov Switching Models and Fuzzy Clustering: a Nonparametric Method to Detect the Number of States | 1-gen-2023 | Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca | file da validare |
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS | 1-gen-2022 | Gallo, Giampiero M.; Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca | file da validare |
Smooth and Abrupt Dynamics in Financial Volatility: The MS‐MEM‐MIDAS* | 1-gen-2024 | Scaffidi Domianello, Luca; Gallo, Giampiero M.; Otranto, Edoardo | file da validare |
Student Mobility in Higher Education: A Destination-Specific Local Analysis | 1-gen-2023 | SCAFFIDI DOMIANELLO, Luca | file da validare |
The Incidence of Spillover Effects during the Unconventional Monetary Policies Era | 1-gen-2021 | Lacava, Demetrio; Scaffidi Domianello, Luca | file da validare |