Skip to contents Cattivelli, Luca [Author] ; Gallo, Giampiero M. [Other] Adaptive Lasso for Vector Multiplicative Error Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Brownlees, Christian T. [Author] ; Gallo, Giampiero M. [Other] Financial Econometric Analysis at Ultra-High Frequency : Data Handling Concerns Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Universita' di Firenze, Dipartimento di Statistica G. Parenti Working Paper ; No. 2006-3 Brownlees, Christian T. [Author] ; Gallo, Giampiero M. [Other] Comparison of Volatility Measures : A Risk Management Perspective Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Published in: Universita' di Firenze, Dipartimento di Statistica G. Parenti Working Paper ; No. 2008-3 Engle, Robert F. [Author] ; Gallo, Giampiero M. [Other] A Multiple Indicators Model for Volatility Using Intra-Daily Data Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. S-DRP-03-17 Engle, Robert F. [Author] ; Gallo, Giampiero M. [Other] National Bureau of Economic Research A Multiple Indicators Model for Volatility Using Intra-Daily Data Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, November 2003 Published in: NBER working paper series ; no. w10117 Gallo, Giampiero M. [Author] ; Otranto, Edoardo [Other] Forecasting Realized Volatility with Changes of Regimes Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Gallo, Giampiero M. [Author] ; Velucchi, Margherita [Other] On the Interaction between Ultra-High Frequency Measures of Volatility Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Published in: Universita' di Firenze, Dipartimento di Statistica Econometrics Working Paper ; No. 2007-01 Gallo, Giampiero M. [Author] ; De Luca, Giovanni [Other] Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006] Published in: Universita' di Firenze Working Paper ; No. 2005-11 Cipollini, Fabrizio [Author] ; Gallo, Giampiero M. [Other]; Palandri, Alessandro [Other] A Dynamic Conditional Approach to Portfolio Weights Forecasting Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Cipollini, Fabrizio [Author] ; Gallo, Giampiero M. [Other]; Otranto, Edoardo [Other] On Heteroskedasticity and Regimes in Volatility Forecasting Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Calvori, Francesco [Author] ; Cipollini, Fabrizio [Other]; Gallo, Giampiero M. [Other] Go with the Flow : A GAS Model For Predicting Intra-Daily Volume Shares Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Engle, Robert F. [Author] ; Gallo, Giampiero M. [Other]; Velucchi, Margherita [Other] A MEM-Based Analysis of Volatility Spillovers in East Asian Financial Markets Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Published in: NYU Working Paper ; No. FIN-08-036 Engle, Robert F. [Author] ; Gallo, Giampiero M. [Other]; Velucchi, Margherita [Other] A MEM-Based Analysis of Volatility Spillovers in East Asian Financial Markets Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Brownlees, Christian T. [Author] ; Cipollini, Fabrizio [Other]; Gallo, Giampiero M. [Other] Intra-Daily Volume Modeling and Prediction for Algorithmic Trading Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Brownlees, Christian T. [Author] ; Cipollini, Fabrizio [Other]; Gallo, Giampiero M. [Other] Multiplicative Error Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Cipollini, Fabrizio [Author] ; Engle, Robert F. [Other]; Gallo, Giampiero M. [Other] Copula-Based Specification of Vector MEMs Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Cipollini, Fabrizio [Author] ; Engle, Robert F. [Other]; Gallo, Giampiero M. [Other] Vector Multiplicative Error Models : Representation and Inference Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w12690 Cipollini, Fabrizio [Author] ; Engle, Robert F. [Other]; Gallo, Giampiero M. [Other] Vector Multiplicative Error Models : Representation and Inference Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: NBER Working Paper ; No. t0331 Cipollini, Fabrizio [Author] ; Engle, Robert F. [Other]; Gallo, Giampiero M. [Other] Semiparametric Vector MEM Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Published in: NYU Working Paper ; No. FIN-08-041 Cipollini, Fabrizio [Author] ; Engle, Robert F. [Other]; Gallo, Giampiero M. [Other] Vector Multiplicative Error Models : Representation and Inference Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. SC-CFE-06-01
Cattivelli, Luca [Author] ; Gallo, Giampiero M. [Other] Adaptive Lasso for Vector Multiplicative Error Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Brownlees, Christian T. [Author] ; Gallo, Giampiero M. [Other] Financial Econometric Analysis at Ultra-High Frequency : Data Handling Concerns Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Universita' di Firenze, Dipartimento di Statistica G. Parenti Working Paper ; No. 2006-3
Brownlees, Christian T. [Author] ; Gallo, Giampiero M. [Other] Comparison of Volatility Measures : A Risk Management Perspective Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Published in: Universita' di Firenze, Dipartimento di Statistica G. Parenti Working Paper ; No. 2008-3
Engle, Robert F. [Author] ; Gallo, Giampiero M. [Other] A Multiple Indicators Model for Volatility Using Intra-Daily Data Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. S-DRP-03-17
Engle, Robert F. [Author] ; Gallo, Giampiero M. [Other] National Bureau of Economic Research A Multiple Indicators Model for Volatility Using Intra-Daily Data Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, November 2003 Published in: NBER working paper series ; no. w10117
Gallo, Giampiero M. [Author] ; Otranto, Edoardo [Other] Forecasting Realized Volatility with Changes of Regimes Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Gallo, Giampiero M. [Author] ; Velucchi, Margherita [Other] On the Interaction between Ultra-High Frequency Measures of Volatility Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Published in: Universita' di Firenze, Dipartimento di Statistica Econometrics Working Paper ; No. 2007-01
Gallo, Giampiero M. [Author] ; De Luca, Giovanni [Other] Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006] Published in: Universita' di Firenze Working Paper ; No. 2005-11
Cipollini, Fabrizio [Author] ; Gallo, Giampiero M. [Other]; Palandri, Alessandro [Other] A Dynamic Conditional Approach to Portfolio Weights Forecasting Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Cipollini, Fabrizio [Author] ; Gallo, Giampiero M. [Other]; Otranto, Edoardo [Other] On Heteroskedasticity and Regimes in Volatility Forecasting Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Calvori, Francesco [Author] ; Cipollini, Fabrizio [Other]; Gallo, Giampiero M. [Other] Go with the Flow : A GAS Model For Predicting Intra-Daily Volume Shares Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Engle, Robert F. [Author] ; Gallo, Giampiero M. [Other]; Velucchi, Margherita [Other] A MEM-Based Analysis of Volatility Spillovers in East Asian Financial Markets Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Published in: NYU Working Paper ; No. FIN-08-036
Engle, Robert F. [Author] ; Gallo, Giampiero M. [Other]; Velucchi, Margherita [Other] A MEM-Based Analysis of Volatility Spillovers in East Asian Financial Markets Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Brownlees, Christian T. [Author] ; Cipollini, Fabrizio [Other]; Gallo, Giampiero M. [Other] Intra-Daily Volume Modeling and Prediction for Algorithmic Trading Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010]
Brownlees, Christian T. [Author] ; Cipollini, Fabrizio [Other]; Gallo, Giampiero M. [Other] Multiplicative Error Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Cipollini, Fabrizio [Author] ; Engle, Robert F. [Other]; Gallo, Giampiero M. [Other] Copula-Based Specification of Vector MEMs Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Cipollini, Fabrizio [Author] ; Engle, Robert F. [Other]; Gallo, Giampiero M. [Other] Vector Multiplicative Error Models : Representation and Inference Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w12690
Cipollini, Fabrizio [Author] ; Engle, Robert F. [Other]; Gallo, Giampiero M. [Other] Vector Multiplicative Error Models : Representation and Inference Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: NBER Working Paper ; No. t0331
Cipollini, Fabrizio [Author] ; Engle, Robert F. [Other]; Gallo, Giampiero M. [Other] Semiparametric Vector MEM Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Published in: NYU Working Paper ; No. FIN-08-041
Cipollini, Fabrizio [Author] ; Engle, Robert F. [Other]; Gallo, Giampiero M. [Other] Vector Multiplicative Error Models : Representation and Inference Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. SC-CFE-06-01
> Media type Skip to next facet Articles (68) Wert ausschließen Books (46) Wert ausschließen Show more show less
> Rights information Skip to next facet Attribution (CC BY) (1) Wert ausschließen Attribution - Non Commercial - No Derivs (CC BY-NC-ND) (1) Wert ausschließen Show more show less
> Access State Skip to next facet Open Access (56) Wert ausschließen Without Specification (58) Wert ausschließen Show more show less
> Language Skip to next facet English (95) Wert ausschließen Without Specification (15) Wert ausschließen French (3) Wert ausschließen Italian (1) Wert ausschließen Show more show less
> Subject Skip to next facet Economics (21) Wert ausschließen Chemistry and pharmacology (16) Wert ausschließen Mathmatics (8) Wert ausschließen General (4) Wert ausschließen Computer science (4) Wert ausschließen Sociology (3) Wert ausschließen Medicine (1) Wert ausschließen Political science (1) Wert ausschließen Show more show less
> Creator Skip to next facet Gallo, Giampiero M. (108) Wert ausschließen Cipollini, Fabrizio (31) Wert ausschließen Engle, Robert F. (24) Wert ausschließen Otranto, Edoardo (16) Wert ausschließen Brownlees, Christian T. (13) Wert ausschließen Candila, Vincenzo (7) Wert ausschließen Velucchi, Margherita (7) Wert ausschließen Lacava, Demetrio (6) Wert ausschließen Pacini, Barbara (6) Wert ausschließen De Luca, Giovanni (5) Wert ausschließen Palandri, Alessandro (5) Wert ausschließen Barigozzi, Matteo (3) Wert ausschließen Cattivelli, Luca (3) Wert ausschließen Jeon, Yongil (3) Wert ausschließen National Bureau of Economic Research (3) Wert ausschließen Petrella, Lea (3) Wert ausschließen Veredas, David (3) Wert ausschließen Amendola, Alessandra (2) Wert ausschließen Bertoli, Simone (2) Wert ausschließen Calvori, Francesco (2) Wert ausschließen Cepni, Oguzhan (2) Wert ausschließen Gupta, Rangan (2) Wert ausschließen Marcellino, Massimiliano (2) Wert ausschließen Marcellino, Massimiliano Giuseppe (2) Wert ausschließen Ricchiuti, Giorgio (2) Wert ausschließen Scaffidi Domianello, Luca (2) Wert ausschließen White, Halbert (2) Wert ausschließen Abad-Motos, Ane (1) Wert ausschließen Abbas, Ahmed M (1) Wert ausschließen Abbas, Mostafa (1) Wert ausschließen Abbasi, Mujeeb (1) Wert ausschließen Abbott, Tom (1) Wert ausschließen Abdalaal, Ibrahim (1) Wert ausschließen Abdel-Galil, Khalid (1) Wert ausschließen Abdelemam, Rania (1) Wert ausschließen Abdelgawad, Abdalrahman (1) Wert ausschließen Abdelkarim, Maryam (1) Wert ausschließen Abdelkhalek, Mohamed (1) Wert ausschließen Abdelmageed, Abdelfatah (1) Wert ausschließen Abdelmawgoud, Sherif (1) Wert ausschließen Abdelmohsen, Sarah (1) Wert ausschließen Abdelrahman, Ahmed Saber (1) Wert ausschließen Abdelrahman, Mostafa (1) Wert ausschließen Abdelwahab, Khaled (1) Wert ausschließen Abdou, Hossam (1) Wert ausschließen Abdulai, Darling Ramatu (1) Wert ausschließen Abdulkhaleq, Marwa (1) Wert ausschließen Abdullah, Bahiyah (1) Wert ausschließen Abdulsalam, Khalifa (1) Wert ausschließen Abdulsalam, Shuaib (1) Wert ausschließen Abdur-Rahman, Lukman (1) Wert ausschließen Abdus-Salam, Rukiyat (1) Wert ausschließen Abdussalam, Hameedat Opeyemi (1) Wert ausschließen Abebrese, John Tabiri (1) Wert ausschließen Abeldaño, Ariel (1) Wert ausschließen Abou-Khalil, Jad (1) Wert ausschließen Abou-Taleb, Hisham (1) Wert ausschließen Abozid, Anwaar (1) Wert ausschließen Abozied, Hesham (1) Wert ausschließen Abrate, Alberto (1) Wert ausschließen Abu-Zaid, Ahmed (1) Wert ausschließen Abubakar, Mohammed Kabir (1) Wert ausschließen Abud, Burçin (1) Wert ausschließen Abuzaid, Mohammed (1) Wert ausschließen Adam, Albushra Altayeb (1) Wert ausschließen Adamina, Michel (1) Wert ausschließen Adamou, Harissou (1) Wert ausschließen Adamu, Auwal (1) Wert ausschließen Adamu, Kabir Musa (1) Wert ausschließen Adanu, Kekeli (1) Wert ausschließen Adebara, Idowu (1) Wert ausschließen Adebola, Oluwaseyi (1) Wert ausschließen Ademuyiwa, Adesoji (1) Wert ausschließen Adeniran, Abiodun (1) Wert ausschließen Adepiti, Akinfolarin (1) Wert ausschließen Aderogba, Adeleke Akeem (1) Wert ausschließen Adesunkanmi, Abdulhafiz (1) Wert ausschließen Adeyeye, Ademola (1) Wert ausschließen Adisa, Adewale (1) Wert ausschließen Adjeso, Theophilus Justus Kofi (1) Wert ausschließen Ads, Adel Mohamed (1) Wert ausschließen Ads, Alaa Mohamed (1) Wert ausschließen Adu-Aryee, Nii Armah (1) Wert ausschließen Adumah, Collins (1) Wert ausschließen Afzal, Irrum (1) Wert ausschließen Agapov, Mikhail (1) Wert ausschließen Agarwal, Gaurav (1) Wert ausschließen Agarwal, Ravi (1) Wert ausschließen Agbeko, Anita Eseenam (1) Wert ausschließen Agbeno, Evans Kofi (1) Wert ausschließen Agbonrofo, Peter (1) Wert ausschließen Agboola, Oluseyi (1) Wert ausschließen Aggarwal, Gaurav (1) Wert ausschließen Aghadi, Ifeanyi (1) Wert ausschließen Aghtarafi, Natasha (1) Wert ausschließen Agrawal, Amit (1) Wert ausschließen Agresta, Ferdinando (1) Wert ausschließen Aguado, Héctor J (1) Wert ausschließen Aguilera-Arevalo, Maria-Lorena (1) Wert ausschließen Aherne, Thomas (1) Wert ausschließen Show more show less
> Collection Skip to next facet Lizenzfreie Online-Ressourcen (45) Wert ausschließen Verbunddaten SWB (45) Wert ausschließen Elsevier BV (CrossRef) (26) Wert ausschließen Wiley (CrossRef) (10) Wert ausschließen Springer Science and Business Media LLC (CrossRef) (7) Wert ausschließen Informa UK Limited (CrossRef) (6) Wert ausschließen Oxford University Press (OUP) (CrossRef) (5) Wert ausschließen JSTOR Arts & Sciences I Archive (3) Wert ausschließen JSTOR Business & Economics (3) Wert ausschließen JSTOR Mathematics & Statistics (3) Wert ausschließen BASE - Bielefeld Academic Search Engine (2) Wert ausschließen EconStor (German National Library of Economics, ZBW) (2) Wert ausschließen JSTOR Business I Archive (2) Wert ausschließen Walter de Gruyter GmbH (CrossRef) (2) Wert ausschließen Cambridge University Press (CUP) (CrossRef) (1) Wert ausschließen Center for Promoting Ideas (CrossRef) (1) Wert ausschließen Hindawi Limited (CrossRef) (1) Wert ausschließen JSTOR Arts & Sciences VII Archive (1) Wert ausschließen JSTOR Business II Archive (1) Wert ausschließen PERSEE Program (CrossRef) (1) Wert ausschließen Persée (1) Wert ausschließen SSOAR Social Science Open Access Repository (1) Wert ausschließen Szkoła Główna Handlowa GV (CrossRef) (1) Wert ausschließen Show more show less