SCAFFIDI DOMIANELLO, Luca
SCAFFIDI DOMIANELLO, Luca
ECONOMIA E IMPRESA
A Fuzzy Clustering Approach to Detect the Number of States in Markov Switching Models
file da validare2025-01-01 Otranto, Edoardo; Scaffidi Domianello, Luca
Common Features in Volatilities: a New Multiplicative Error Model
file da validare2025-01-01 Otranto, Edoardo; Scaffidi Domianello, Luca
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 validare2023-01-01 SCAFFIDI DOMIANELLO, Luca; Otranto, Edoardo
On assessing the properties of noise contrastive estimation: a simulation approach
2024-01-01 SCAFFIDI DOMIANELLO, Luca; Ingrassia, Salvatore
On Parameter Estimation of Distributions for Toroidal Data via Contrastive Learning: A Simulation Study
file da validare2025-01-01 Scaffidi Domianello, Luca; Di Nuzzo, Cinzia; Ingrassia, Salvatore
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
On using fuzzy clustering for detecting the number of states in Markov switching models
file da validare2025-01-01 Otranto, Edoardo; Domianello, Luca Scaffidi
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*
2024-01-01 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 impact of WTI futures on Shanghai crude futures: identifying spillover effects on crude oil prices using the multiplicative error model
file da validare2025-01-01 Fabio Forgione, Antonio; Migliardo, Carlo; Otranto, Edoardo; Scaffidi Domianello, Luca
The Incidence of Spillover Effects during the Unconventional Monetary Policies Era
2021-01-01 Lacava, Demetrio; Scaffidi Domianello, Luca